In this chapter, we review major methodological and practical issues associated with the use of tumour markers. At this stage of development, studies with a combination of tumour, susceptibility and exposure markers are needed to illustrate the link between exposure and biological response and to assess the interactive effects of tumour susceptibility markers in this process. Several practical issues related to the application of tumour markers are discussed, including banking of tumour tissue, setting a laboratory strategy and performing etiological heterogeneity analysis.