Thorough evaluation of a screening test requires conducting a series of studies to ascertain its ability to detect accurately disease, as well as its benefits and costs. In this article, I review the steps involved in evaluating a screening test, using the case of prostate-specific antigen (PSA) screening for prostate cancer as a case study. I discuss designs for quantifying the diagnostic properties of a screening test and compare several different studies that have produced quite different estimates of the diagnostic accuracy of PSA screening. I also review methods that may be used to combine other markers or tests with PSA to improve test accuracy. Determining the benefits of a screening test is complex, particularly when information from randomized trials is lacking. I review several observational studies of PSA benefit and discuss the use of computer models for inferring the impact of screening from trends in population mortality.