High-throughput techniques based on restriction site-associated DNA sequencing (RADseq) are enabling the low-cost discovery and genotyping of thousands of genetic markers for any species, including non-model organisms, which is revolutionizing ecological, evolutionary and conservation genetics. Technical differences among these methods lead to important considerations for all steps of genomics studies, from the specific scientific questions that can be addressed, and the costs of library preparation and sequencing, to the types of bias and error inherent in the resulting data. In this Review, we provide a comprehensive discussion of RADseq methods to aid researchers in choosing among the many different approaches and avoiding erroneous scientific conclusions from RADseq data, a problem that has plagued other genetic marker types in the past.