In the last years, liquid biopsy gained increasing clinical relevance for detecting and monitoring several cancer types, being minimally invasive, highly informative and replicable over time. This revolutionary approach can be complementary and may, in the future, replace tissue biopsy, which is still considered the gold standard for cancer diagnosis. “Classical” tissue biopsy is invasive, often cannot provide sufficient bioptic material for advanced screening, and can provide isolated information about disease evolution and heterogeneity. Recent literature highlighted how liquid biopsy is informative of proteomic, genomic, epigenetic, and metabolic alterations. These biomarkers can be detected and investigated using single-omic and, recently, in combination through multi-omic approaches. This review will provide an overview of the most suitable techniques to thoroughly characterize tumor biomarkers and their potential clinical applications, highlighting the importance of an integrated multi-omic, multi-analyte approach. Personalized medical investigations will soon allow patients to receive predictable prognostic evaluations, early disease diagnosis, and subsequent ad hoc treatments.