Currently, there is a discrepancy between clinical trials designed to assess the efficacy and safety of a new medication under investigation and the real-life questions that need to be addressed regarding the clinical use of the medication by patients, healthcare professionals and society. The data necessary to obtain regulatory approval may be of limited relevance to policy makers when calculating economic parameters such as value for money or cost effectiveness. 'Real-world' studies examine questions relevant to health policy and reimbursement. There are many different forms of clinical trials, but in designing trials incorporating realistic budget impact estimates the important issue is to ensure we are asking a sensible question and attempting to answer it with an appropriate experimental design. As an example, a real-world trial currently underway that examines scenarios of introducing inhaled insulin into clinical practice is described.