While randomisation is the established method for obtaining scientifically valid treatment comparisons in clinical trials, it sometimes is at odds with what physicians feel is good medical practice. If a physician favours one treatment over another based on personal experience or published data, it may be more appropriate ethically for that physician to use the favoured treatment, rather than enrolling patients on a randomised trial. Still, the randomised trial may later show the physician's favoured treatment to be inferior. This paper reviews a statistical method, Bayesian adaptive randomisation, that provides a practical compromise between the scientific ideal of conventional randomisation and choosing each patient's treatment based on a personal preference that may prove to be incorrect. The method will first be illustrated by a simple hypothetical example, then by a recent trial in which patients with unresectable soft tissue sarcoma were adaptively randomised between two chemotherapy regimens.