A number of new predictive modeling techniques have emerged in the past several years. These methods, which have been developed in fields such as artificial intelligence research, engineering, and meteorology, are now being applied to problems in medicine with promising results. This review outlines our recent work with use of selected advanced techniques such as artificial neural networks, genetic algorithms, and propensity scoring to develop useful models for estimating the risk of biochemical recurrence and long-term survival in men with clinically localized prostate cancer. In addition, we include a description of our efforts to develop a comprehensive prostate cancer database that, along with these novel modeling techniques, provides a powerful research tool that allows for the stratification of risk for treatment failure and survival by such factors as age, race, and comorbidities. Clinical and pathologic data from 1400 patients were used to develop the biochemical recurrence model. The area under the receiver operating characteristic curve for this model was 0.83, with a sensitivity of 85% and specificity of 74%. For the survival model, data from 6149 men were used. Our analysis indicated that age, income, and comorbidities had a statistically significant impact on survival. The effect of race did not reach statistical significance in this regard. The C index value for the model was 0.69 for overall survival. We conclude that these methods, along with a comprehensive database, allow for the development of models that provide estimates of treatment failure risk and survival probability that are more meaningful and clinically useful than those previously developed.