Oncology research has changed extensively due to the possibility to categorize each cancer type into smaller subgroups based on histology and particularly on different genetic alterations due to their heterogeneity. The consequences of this heterogeneity are particularly evident in the management of metastatic non-small-cell lung cancer (NSCLC). This review will discuss the benefits and challenges of incorporating precision medicine into early- through late-phase metastatic NSCLC clinical trials, discussing examples of drug development programs in oncogene- and non-oncogene-addicted NSCLC. The experiences of clinical development of crizotinib, gefitinib and osimertinib are depicted showing that when a targeted drug is administrated in a study population not selected by any biomarker, trials could produce negative results. However, the early detection of biomarker-driven biology helps to obtain a greater benefit for a selected population and can reduce the required time for drug approval. Early clinical development programs involving nivolumab, pembrolizumab and avelumab, immune checkpoint inhibitors, taught us that, beyond safety and activity, the optimal selection of patients should be based on pre-specified biomarkers. Overall, the identification of predictive biomarkers is one of the greatest challenges of NSCLC research that should be optimized with solid methodological trial designs to maximize the clinical outcomes.