Recent changes in lung cancer care, including new approvals in first line and the introduction of high throughput molecular technologies in routine testing led us to question ourselves on how deeper molecular testing may be helpful for the optimal use of targeted drugs. In this article we review recent results in the scope of personalized medicine in lung cancer. We discuss biomarkers that have a therapeutic predictive value in lung cancer with a focus on recent changes and on the clinical value of large scale sequencing strategies. We review the use of second and third generation EGFR and ALK inhibitors with a focus on secondary resistance alterations. We discuss anti-BRAF and anti-MEK combo, emerging biomarkers as NRG1 and NTRKs fusions and immunotherapy. Finally we discuss the different technical issues of comprehensive molecular profiling and show how large screenings might refine the prediction value of individual markers. Based on a review of recent publications (2012–2018), we address promising approaches for the treatment of patients with lung cancers and the technical challenges associated to the identification of new predictive markers.