Prognostic markers can help to identify patients at different degrees of risk for specific outcomes, facilitate treatment choice, and aid patient counseling. Compared with other research designs, prognostic studies have been relatively neglected in the broad efforts to improve the quality of medical research, despite their ubiquity. Large protocol-driven, prospective studies are the ideal, with clear, unbiased reporting of the methods used and the results obtained. Unfortunately, published prognostic studies rarely meet such standards, and in this article we discuss their main problems and how they can be improved. In particular, an evidence-based approach to prognostic markers is required, as it is usually difficult to ascertain the benefit of a marker from single studies and a clear view is only likely to emerge from looking across multiple studies. Current systematic reviews and meta-analyses often fail to provide clear evidence-based answers, and rather only draw attention to the paucity of good-quality evidence. Prospectively planned pooled analyses of high-quality studies, along with general availability of individual patient data and adherence to reporting guidelines, would help alleviate many of these problems.