MOTIVATION: Two important questions for the analysis of gene expression measurements from different sample classes are (1) how to classify samples and (2) how to identify meaningful gene signatures (ranked gene lists) exhibiting the differences between classes and sample subsets. Solutions to both questions have immediate biological and biomedical applications. To achieve optimal classification performance, a suitable combination of classifier and gene selection method needs to be specifically selected for a given dataset. The selected gene signatures can be unstable and the resulting classification accuracy unreliable, particularly when considering different subsets of samples. Both unstable gene signatures and overestimated classification accuracy can impair biological conclusions. METHODS: We address these two issues by repeatedly evaluating the classification performance of all models, i.e. pairwise combinations of various gene selection and classification methods, for random subsets of arrays (sampling). A model score is used to select the most appropriate model for the given dataset. Consensus gene signatures are constructed by extracting those genes frequently selected over many samplings. Sampling additionally permits measurement of the stability of the classification performance for each model, which serves as a measure of model reliability. RESULTS: We analyzed a large gene expression dataset with 78 measurements of four different cartilage sample classes. Classifiers trained on subsets of measurements frequently produce models with highly variable performance. Our approach provides reliable classification performance estimates via sampling. In addition to reliable classification performance, we determined stable consensus signatures (i.e. gene lists) for sample classes. Manual literature screening showed that these genes are highly relevant to our gene expression experiment with osteoarthritic cartilage. We compared our approach to others based on a publicly available dataset on breast cancer. AVAILABILITY: R package at http://www.bio.ifi.lmu.de/~davis/edaprakt