The scenario of multiple sclerosis (MS) treatment has changed profoundly in recent decades. In this setting, one of two strategies is usually used: escalation or induction. The first involves a pyramid of possible treatments of increasing efficacy (but also increasing safety risks) that are introduced progressively as needed. The induction strategy, on the other hand, immediately pursues higher efficacy, since drugs with a higher risk profile are used from the outset. Understanding which of these treatment strategies is the more suitable for a given patient is the first step in the therapeutic decision-making process. Prognostic factors evaluated on the basis of the clinical presentation and any disease activity on magnetic resonance imaging (MRI) should guide and help clinicians in making their choices. Even though the pathogenesis of MS is not yet completely understood, specific pathological changes are known to occur in the adaptive and innate immune system over the course of the disease. To date, treatment has been based mainly on two drugs, mitoxantrone and cyclophosphamide, autologous haematopoietic stem cell therapy (within clinical trial setting), but new compounds are now emerging. Among the new treatments, alemtuzumab and cladribine appear to be valid candidates as induction drugs. In this review we provide an overview of induction strategies based on literature evidence and our own past experiences, providing descriptions of clinical cases. We also outline the future perspectives in this field.