Immune checkpoint inhibitors (ICIs) are an expanding class of immunotherapeutic agents with the potential to cure cancer. Despite the outstanding clinical response in patient subsets, most individuals become refractory or develop resistance. Patient stratification and personalized immunotherapies are limited by the absence of predictive response markers. Recent findings show that dominant patterns of immune cell composition, T-cell status and heterogeneity, and spatiotemporal distribution of immune cells within the tumor microenvironment (TME) are becoming essential determinants of prognosis and therapeutic response. In this context, ICIs also function as investigational tools and proof of concept, allowing the validation of the identified mechanisms. After reviewing the current state of ICIs, this article will explore new comprehensive predictive markers for ICIs based on recent discoveries. We will discuss the recent establishment of a classification of TMEs into immune archetypes as a tool for personalized immune profiling, allowing patient stratification before ICI treatment. We will discuss the developing comprehension of T-cell diversity and its role in shaping the immune profile of patients. We describe the potential of strategies that score the mutual spatiotemporal modulation between T-cells and other cellular components of the TME. Additionally, we will provide an overview of a range of synthetic and naturally occurring or derived small molecules. We will compare compounds that were recently identified by in silico prediction to wet lab-validated drug candidates with the potential to function as ICIs and/or modulators of the cellular components of the TME.