The purpose of this review is to present information from different experiments that supports the proposal that brain systems are able to predict, in a short-term interval, certain characteristics about the next incoming stimuli. This ability allows the subject to be ready for the stimuli and be more efficient in completing the required task. Evidence is presented from different sensory-motor experiments, such as the central cueing Posner paradigm; Contingent Negative Variation (E1-E2), spectral modulation during expectancy and Lateralized Readiness Potential during the first-order sequential effect. Some cases from motor experiments are also presented, such as express saccades, the manual gap paradigm and ocular smooth pursuit movements. All these data support a neurocognitive model that can be related to neuroanatomical structures whose connections have been well-established. In the final section, a possible algorithm that explains the selection of a preparatory set among the alternatives is discussed.