Multiple sclerosis (MS) is a chronic inflammatory disease of the central nervous system. In recent years, many disease-modifying therapies (DMT) have been approved for MS treatment. For this reason, a profound knowledge of the characteristics and indications of the available compounds is required to tailor the therapeutic strategy to the individual patient characteristics. This should include the mechanism of action and pharmacokinetic of the drug, the safety and efficacy profile provided by clinical trials, as well as the understanding of possible side effects. Moreover, the evolving knowledge of the disease is paving the way to new and innovative therapeutic approaches, as well as the development of new biomarkers to monitor the therapeutic response and to guide the clinician's therapeutic choices. In this review we provide a comprehensive overview on currently approved therapies in MS and the emerging evidence-based strategies to adopt for initiating, monitoring, and eventually adapting a therapeutic regimen with DMT.