There is substantial need for molecularly defined tumor antigens to prime cytotoxic T cells in vivo for cancer immunotherapy, especially in the case of tumor entities for which only a few tumor antigens have been defined so far. In this review, we present the "Tübingen approach" to identify, select, and validate large numbers of MHC/HLA class I-associated peptides derived from tumor-associated antigens. Step 1 is the identification of naturally presented HLA-associated peptides directly from primary tumor cells. Step 2 is selection of tumor-associated peptides from step 1 by differential gene expression analysis and data mining. Step 3 is validation of selected candidates by monitoring in vivo T-cell responses in the context of patient-individualized immunizations. Our approach combines methods from genomics, proteomics, bioinformatics, and T-cell immunology. The aim is to develop effective immunotherapeutics consisting of multiple tumor-associated epitopes in order to induce a broad and specific immune response against cancer cells.