The question that gives the title to this article is one of those to which every chess player has his own opinion and answer. It is an extremely complicated matter. Sometimes we are in a tournament situation where the full point is the only acceptable result. The most common reasons are the chase for a norm, a title, or worthy prize money. It is never clear what advice to give when someone asks “how do I win tomorrow?” which should be translated into “how do I avoid getting drawn” or “how do I create more winning chances”. The practice has shown many examples by World Champions on what their approach to must-win games is. In this article, we will discuss them as well as the openings that can be considered to play in such games.