Several studies have shown that cytotoxic T lymphocytes (CTLs) play an important role in controlling HIV/SIV infection. Notably, the observation of escape mutants suggests a selective pressure induced by the CTL response. However, it remains difficult to assess the definite role of the cellular immune response. We devise a computational model of HIV/SIV infection having a broad cellular immune response targeting different viral epitopes. The CTL clones are stimulated by viral antigen and interact with the virus population through cytotoxic killing of infected cells. Consequently, the virus population reacts through the acquisition of CTL escape mutations. Our model provides realistic virus dynamics and describes several experimental observations. We postulate that inter-clonal competition and immunodominance may be critical factors determining the sequential emergence of escapes. We show that even though the total killing induced by the CTL response can be high, escape rates against a single CTL clone are often slow and difficult to estimate from infrequent sequence measurements. Finally, our simulations show that a higher degree of immunodominance leads to more frequent escape with a reduced control of viral replication but a substantially impaired replicative capacity of the virus. This result suggests two strategies for vaccine design: Vaccines inducing a broad CTL response should decrease the viral load, whereas vaccines stimulating a narrow but dominant CTL response are likely to induce escape but may dramatically reduce the replicative capacity of the virus.