With the current expanded technical capabilities to perform mass spectrometry-based biomedical proteomics experiments, an improved focus on the design of experiments is crucial. As it is clear that ignoring the importance of a good design leads to an unprecedented rate of false discoveries which would poison our results, more and more tools are developed to help researchers designing proteomic experiments. In this review, we apply statistical thinking to go through the entire proteomics workflow for biomarker discovery and validation and relate the considerations that should be made at the level of hypothesis building, technology selection, experimental design and the optimization of the experimental parameters.