Improvements in measuring thresholds, or points on a psychometric function, have advanced the field of psychophysics in the last 30 years. The arrival of laboratory computers allowed the introduction of adaptive procedures, where the presentation of the next stimulus depends on previous responses of the subject. Unfortunately, these procedures present themselves in a bewildering variety, though some of them differ only slightly. Even someone familiar with several methods cannot easily name the differences, or decide which method would be best suited for a particular application. This review tries to illuminate the historical background of adaptive procedures, explain their differences and similarities, and provide criteria for choosing among the various techniques.