Here's a very interesting 2007 article by Gary Taubes, on the limits of epidemiology. One interesting bit:
The subjects were some 8,500 middle-aged men with established heart problems. Two-thirds of them were randomly assigned to take one of the five drugs and the other third a placebo. Because one of the drugs, clofibrate, lowered cholesterol levels, the researchers had high hopes that it would ward off heart disease. But when the results were tabulated after five years, clofibrate showed no beneficial effect. The researchers then considered the possibility that clofibrate appeared to fail only because the subjects failed to faithfully take their prescriptions.As it turned out, those men who said they took more than 80 percent of the pills prescribed fared substantially better than those who didn’t. Only 15 percent of these faithful “adherers” died, compared with almost 25 percent of what the project researchers called “poor adherers.” This might have been taken as reason to believe that clofibrate actually did cut heart-disease deaths almost by half, but then the researchers looked at those men who faithfully took their placebos. And those men, too, seemed to benefit from adhering closely to their prescription: only 15 percent of them died compared with 28 percent who were less conscientious. “So faithfully taking the placebo cuts the death rate by a factor of two,” says David Freedman, a professor of statistics at the University of California, Berkeley. “How can this be? Well, people who take their placebo regularly are just different than the others. The rest is a little speculative. Maybe they take better care of themselves in general. But this compliance effect is quite a big effect.”
Indeed, if you ask the more skeptical epidemiologists in the field what diet and lifestyle factors have been convincingly established as causes of common chronic diseases based on observational studies without clinical trials, you’ll get a very short list: smoking as a cause of lung cancer and cardiovascular disease, sun exposure for skin cancer, sexual activity to spread the papilloma virus that causes cervical cancer and perhaps alcohol for a few different cancers as well.
Note that it says "without clinical trials", though. He's also got answers to the question, "So how should we respond the next time we’re asked to believe that an association implies a cause and effect" that seem reasonable. Recommended for anyone interested in health and/or research methods and causality (but keep in mind I'm not an expert on medicine).