Multiple sclerosis (MS) is the most common chronic inflammatory neurological disease. The emergence of disease-modifying therapies (DMTs) has greatly improved disease activity control and progression of disability in MS patients. DMTs differ in their mode of action, route of administration, efficacy, and safety profiles, offering multiple options for clinicians. Personalized medicine aims at tailoring the therapeutic strategy to patients’ characteristics and disease activity but also patients’ needs and preferences. New therapeutic options have already changed treatment paradigms for patients with active relapsing MS (RMS). The traditional approach consists in initiating treatment with moderate-efficacy DMTs and subsequently, escalating to higher-efficacy DMTs when there is evidence of clinical and/or radiological breakthrough activity. Recent real-world studies suggest that initiation of high-efficacy DMTs from disease onset can improve long-term outcomes for RMS patients. In this article, we review different treatment strategies and discuss challenges associated with personalized therapy.