With multiple omics strategies being applied to several cancer genomics projects, researchers have the opportunity to develop a rational planning of targeted cancer therapy. The investigation of such numerous and diverse pharmacogenomic datasets is a complex task. It requires biological knowledge and skills on a set of tools to accurately predict signaling network and clinical outcomes. Herein, we describe Web-based in silico approaches user friendly for exploring integrative studies on cancer biology and pharmacogenomics. We briefly explain how to submit a query to cancer genome databases to predict which genes are significantly altered across several types of cancers using CBioPortal. Moreover, we describe how to identify clinically available drugs and potential small molecules for gene targeting using CellMiner. We also show how to generate a gene signature and compare gene expression profiles to investigate the complex biology behind drug response using Connectivity Map. Furthermore, we discuss on-going challenges, limitations and new directions to integrate molecular, biological and epidemiological information from oncogenomics platforms to create hypothesis-driven projects. Finally, we discuss the use of Patient-Derived Xenografts models (PDXs) for drug profiling in vivo assay. These platforms and approaches are a rational way to predict patient-targeted therapy response and to develop clinically relevant small molecules drugs.