Multiple treatments are available for nearly all the mood disorders. This range of treatment options adds a new dimension of choice to clinical decision making. In addition to prescribing the best initial treatment, clinicians should have an algorithm for deciding if and when to make subsequent changes in treatment to take advantage of second-line treatment options when necessary. This article aims to 1) show that a wide variety of clinical decisions can be framed as choices among adaptive (within-patient) threshold-based strategies or algorithms, illustrating the generality of the concept; 2) illustrate two ways to design randomized clinical trials to compare treatment strategies with each other to decide which strategy is best; and 3) discuss some of the advantages offered by these designs, in terms of both patient acceptability and adherence to experimental protocols. (C) 2000 Society of Biological Psychiatry.