Today many different drugs are available for treatment of multiple sclerosis (MS). Interferons, glatiramer acetate, mitoxantrone, and natalizumab have been approved by the regulatory authorities of many countries for the treatment of MS. Evidence based medicine (EBM) principles allow physicians to better address the correct treatment for patients. This article aimed to review all the clinical trials on immune-modulating and immunosuppressive drugs on the basis of the EBM principles. Based on the evidence to date interferon beta represents the best therapeutic option, particularly if given at high doses and with multiple injections per week. Due to its lower efficacy, glatiramer acetate should be used as a second choice in case of intolerable side effects or toxicity of interferon beta. Great efficacy has been demonstrated for mitoxantrone and natalizumab. These drugs should be, however, used with particular attention for their potential toxic effects.