The standard treatment for metastatic prostate cancer is androgen deprivation therapy. However, progressive, metastatic disease usually develops, giving rise to metastatic castration-resistant prostate cancer (mCRPC). Great improvements have been made recently in the management of mCRPC, with current approved treatments including chemotherapy, androgen receptor-targeted agents, immunotherapies and radiopharmaceuticals. While the emergence of multiple effective therapies is encouraging, devising a treatment strategy can be difficult and it is becoming increasingly important, and challenging, to identify factors that influence the ideal timing of specific therapies. Considering where to place these agents in the treatment schedule of mCRPC, or whether these agents should be sequenced or combined to derive the optimal benefit for the patient, is not yet clear. Furthermore, cross-resistance may exist between these agents, which may ultimately influence treatment decisions and sequence choices. Preliminary data are emerging regarding the safety and activity for sequential treatment regimens, but there are currently no prospective studies. As prostate cancer is highly heterogeneous clinically, it is likely that no single treatment sequence will be optimal for all patients. However, at present, there are no validated biomarkers to guide individualized treatment for mCRPC. Here we review available data for the different mCRPC treatments, discussing potential sequencing of agents and possible cross-resistance or synergy among the recently approved and emerging therapies.