Many problems in randomized clinical trial design, execution, analysis, presentation and interpretation stem in part from an inadequate understanding of the roles of moderators and mediators of treatment outcome. As a result, 1) the results of clinical research are slow to have an impact on clinical decision making and thus to benefit patients; 2) it is difficult for clinicians or patients to apply randomized clinical trial results comparing two treatments (treatment versus control); 3) when such trials are conducted at various sites, the results often do not replicate; 4) when the results influence clinical decision making, the results clinicians obtain do not match what researchers report; and 5) the treatment effects comparing treatment and control conditions, particularly for psychiatric treatments, often seem trivial. In this review article, the author reviews and integrates the methodological literature concerning dealing with covariates in trials to emphasize their impact on clinical decision making. The goal of trials should ultimately be to establish who should get the treatment condition rather than the control condition (moderators) and to determine how to obtain the best outcomes with whatever is the preferred treatment (mediators). The author makes recommendations to clinicians as to which trials might best be ignored and which carefully considered, and urges clinical researchers to focus on studies best designed to reduce the burden of mental illness on patients.