Currently, more than ten drugs have been approved for treatment of relapsing-remitting multiple sclerosis (MS). Newer treatments may be more effective, but have less favorable safety record. Interferon-β preparations and glatiramer acetate treatment require frequent subcutaneous or intramuscular injections and are only moderately effective, but have very rarely life-threatening adverse effects, whereas teriflunomide and dimethyl fumarate are administered orally and have equal or better efficacy, but have more potentially severe adverse effects. The highly effective therapies fingolimod, natalizumab, daclizumab, and alemtuzumab have more serious adverse effects, some of which may be life-threatening. The choice between drugs should be based on a benefit-risk evaluation and tailored to the individual patient's requirements in a dialogue between the patient and treating neurologist. Patients with average disease activity can choose between dimethyl fumarate and teriflunomide or the “old injectable.” Patients with very active MS may choose a more effective drug as the initial treatment. In case of side effects on one drug, switch to another drug can be tried. Suboptimal effect of the first drug indicates escalation to a highly efficacious drug. A favorable benefit-risk balance can be maintained by appropriate patient selection and appropriate risk management on therapy. New treatments will within the coming 1-2 years change our current treatment algorithm for relapsing-remitting MS.