Treatment for patients with advanced NSCLC generally consists of chemotherapy, but response rates are modest and recurrence occurs for most patients after standard first-line platinum-based doublet therapy. Tailoring therapy to individual patient according to certain prognostic and predictive factors has the potential to improve outcome in NSCLC. This review focuses on the most important molecular prognostic and/or predictive factors in the treatment of advanced NSCLC; considering these molecular features, we also suggest a molecular-based treatment algorithm.