The dinoflagellates are a diverse lineage of microbial eukaryotes. Dinoflagellate monophyly and their position within the group Alveolata are well established. However, phylogenetic relationships between dinoflagellate orders remain unresolved. To date, only a limited number of dinoflagellate studies have used a broad taxon sample with more than two concatenated markers. This lack of resolution makes it difficult to determine the evolution of major phenotypic characters such as morphological features or toxin production e.g. saxitoxin. Here we present an improved dinoflagellate phylogeny, based on eight genes, with the broadest taxon sampling to date. Fifty-five sequences for eight phylogenetic markers from nuclear and mitochondrial regions were amplified from 13 species, four orders, and concatenated phylogenetic inferences were conducted with orthologous sequences. Phylogenetic resolution is increased with addition of support for the deepest branches, though can be improved yet further. We show for the first time that the characteristic dinoflagellate thecal plates, cellulosic material that is present within the sub-cuticular alveoli, appears to have had a single origin. In addition, the monophyly of most dinoflagellate orders is confirmed: the Dinophysiales, the Gonyaulacales, the Prorocentrales, the Suessiales, and the Syndiniales. Our improved phylogeny, along with results of PCR to detect the sxtA gene in various lineages, allows us to suggest that this gene was probably acquired separately in Gymnodinium and the common ancestor of Alexandrium and Pyrodinium and subsequently lost in some descendent species of Alexandrium.