With seven agents approved for metastatic renal cell carcinoma (RCC) within the past few years, there has undoubtedly been progress in treating this disease. The treatment safety of these new agents, however, now represents a crucial concern, which requires a search for the best possible balance between the minimization of the treatment burden and the need for maintaining appropriate drug dosages able to induce the best clinical benefit. In this review we have analyzed safety data of all approved targeted agents for metastatic RCC available as first- or second-line therapy to provide suggestions aimed at establishing the most appropriate second-line or later treatment on the basis of toxicities that have arisen in therapy. Based on the characteristics and comorbidities of the patients and on the toxicity profile of each treatment, it is possible to plan different therapeutic options. We, therefore, have compiled a list of points that are important to keep in mind when considering the use of the targeted drugs for the treatment of advanced RCC.