Continuous glucose monitoring (CGM) is a new tool that has recently become available to people with diabetes. Properly designing and conducting trials in order to answer important questions regarding the clinical usefulness of CGM is very difficult and fraught with many confounding variables and unique challenges. Initial clinical trials using older technology using retrospective data analysis have not shown unequivocal benefit; however, more recent data using real-time CGM suggest significant improvements in important clinical outcomes such as hemoglobin A1c, time spent in the hypo- and hyperglycemic range, glucose variability, quality of life, and perceived value to physicians and patients. Additional variables such as age of the subject and duration of sensor use have important implications in defining the benefits of CGM in a heterogeneous population with diabetes. This review will present the most relevant recent literature and comment on the methodological difficulties that have made this field challenging.