Observational studies are often the only viable options in many clinical settings, especially when it is unethical or infeasible to randomly assign participants to different treatment régimes. In such case propensity score (PS) analysis can be applied to accounting for possible selection bias and thereby addressing questions of causal inference. Many PS methods exist, yet few guidelines are available to aid applied researchers in their conduct and evaluation of a PS analysis. In this article we give an overview of available techniques for PS estimation and application, balance diagnostic, treatment effect estimation, and sensitivity assessment, as well as recent advances. We also offer a tutorial that can be used to emulate the steps of PS analysis. Our goal is to provide information that will bring PS analysis within the reach of applied clinical researchers and practitioners.