Malondialdehyde (MDA), 4-hydroxy-nonenal (HNE) and the F2-isoprostane 15(S)-8-iso-prostaglandin F2α (15(S)-8-iso-PGF2α) are the best investigated products of lipid peroxidation. MDA, HNE and 15(S)-8-iso-PGF2α are produced from polyunsaturated fatty acids (PUFAs) both by chemical reactions and by reactions catalyzed by enzymes. 15(S)-8-iso-PGF2α and other F2-isoprostanes are derived exclusively from arachidonic acid (AA). The number of PUFAs that may contribute to MDA and HNE is much higher. MDA is the prototype of the so called thiobarbituric acid reactive substances (TBARS). MDA, HNE and 15(S)-8-iso-PGF2α are the most frequently measured biomarkers of oxidative stress, namely of lipid peroxidation. In many diseases, higher concentrations of MDA, HNE and 15(S)-8-iso-PGF2α are measured in biological samples as compared to health. Therefore, elevated oxidative stress is generally regarded as a pathological condition. Decreasing the concentration of biomarkers of oxidative stress by changing life style, by nutritional intake of antioxidants or by means of drugs is generally believed to be beneficial to health. Reliable assessment of oxidative stress by measuring MDA, HNE and 15(S)-8-iso-PGF2α in biological fluids is highly challenging for two important reasons: Because of the duality of oxidative stress, i.e., its origin from chemical and enzymatic reactions, and because of pre-analytical and analytical issues. This article focuses on these key issues. It reviews reported analytical methods and their principles for the quantitative measurement of MDA, HNE and 15(S)-8-iso-PGF2α in biological samples including plasma and urine, and critically discusses their biological and biomedical outcome which is rarely crystal clear and free of artefacts.