The increasing number of gene expression microarray studies represents an important resource in biomedical research. As a result, gene expression based diagnosis has entered clinical practice for patient stratification in breast cancer. However, the integration and combined analysis of microarray studies remains still a challenge. We assessed the potential benefit of data integration on the classification accuracy and systematically evaluated the generalization performance of selected methods on four breast cancer studies comprising almost 1000 independent samples. To this end, we introduced an evaluation framework which aims to establish good statistical practice and a graphical way to monitor differences. The classification goal was to correctly predict estrogen receptor status (negative/positive) and histological grade (low/high) of each tumor sample in an independent study which was not used for the training. For the classification we chose support vector machines (SVM), predictive analysis of microarrays (PAM), random forest (RF) and k-top scoring pairs (kTSP). Guided by considerations relevant for classification across studies we developed a generalization of kTSP which we evaluated in addition. Our derived version (DV) aims to improve the robustness of the intrinsic invariance of kTSP with respect to technologies and preprocessing.