The implementation of potential new step-up or step-down treatment recommendations in response to current guidelines is one of the main challenges currently faced in actual daily practice settings. In the present narrative review, we aim to discuss the relevance of these step-up and step-down proposals at the patient level in daily clinical practice. In particular, we aim to review the challenges associated with inhaled maintenance therapy for chronic obstructive pulmonary disease (COPD) in four clinical scenarios. First, we discuss the step up from single to double bronchodilation, including current controversies regarding the addition of a second bronchodilator versus initial treatment with two bronchodilators. Second, we discuss the step up from double bronchodilation to triple therapy while challenging current indications for inhaled steroid therapy and discussing triple therapy designs. Third, we discuss the step down from triple therapy to double bronchodilation while evaluating the effect of this downshift in risk categories on the patient according to the new classifications. Finally, we discuss the step down from double to single bronchodilation, with a special focus on safety. We believe this review will help to highlight the most relevant discussion points regarding the treatment of COPD in a manner that will stimulate and guide related clinical research.