As physicians, we have an ethical responsibility to deliver the best medical management to our patients while minimizing costs to society. To do this, we need at least some clinical evidence of incremental value of a new, more expensive therapy. For many diseases, randomized trials cannot, and should not, be performed: The diseases are too rare, the risks of the new therapy are too low, and the potential benefits are substantial enough that the use of protons, for example, may be appropriate on the basis of technical issues alone. However, in other situations, we believe that randomized trials can and should be done. Trials can help us assess the value of new technologies compared with existing treatments and help us understand unexpected effects that arise that even the best modeling cannot predict. Diseases in which randomized trials should be done include common types of cancer, such as lung and prostate cancer, with end points of either improved cancer outcome or decreased toxicity and improved quality of life. We require evidence to understand the risks and benefits of new radiation therapy technologies, and randomized trials are a critical part of that evidence.