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The explosive development of genomics technologies including microarrays and next generation sequencing (NGS) has provided comprehensive maps of cancer genomes, including the expression of mRNAs and microRNAs, DNA copy numbers, sequence variations, and epigenetic changes. These genome-wide profiles of the genetic aberrations could reveal the candidates for diagnostic and/or prognostic biomarkers as well as mechanistic insights into tumor development and progression. Recent efforts to establish the huge cancer genome compendium and integrative omics analyses, so-called "integromics", have extended our understanding on the cancer genome, showing its daunting complexity and heterogeneity. However, the challenges of the structured integration, sharing, and interpretation of the big omics data still remain to be resolved. Here, we review several issues raised in cancer omics data analysis, including NGS, focusing particularly on the study design and analysis strategies. This might be helpful to understand the current trends and strategies of the rapidly evolving cancer genomics research.