Over the past century more than 100 indices have been developed and used to assess bioclimatic conditions for human beings. The majority of these indices are used sporadically or for specific purposes. Some are based on generalized results of measurements (wind chill, cooling power, wet bulb temperature) and some on the empirically observed reactions of the human body to thermal stress (physiological strain, effective temperature). Those indices that are based on human heat balance considerations are referred to as "rational indices". Several simple human heat balance models are known and are used in research and practice. This paper presents a comparative analysis of the newly developed Universal Thermal Climate Index (UTCI), and some of the more prevalent thermal indices. The analysis is based on three groups of data: global data-set, synoptic datasets from Europe, and local scale data from special measurement campaigns of COST Action 730. We found the present indices to express bioclimatic conditions reasonably only under specific meteorological situations, while the UTCI represents specific climates, weather, and locations much better. Furthermore, similar to the human body, the UTCI is very sensitive to changes in ambient stimuli: temperature, solar radiation, wind and humidity. UTCI depicts temporal variability of thermal conditions better than other indices. The UTCI scale is able to express even slight differences in the intensity of meteorological stimuli.