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The last decades have seen an upsurge in ecological studies incorporating phylogenetic information with increasing species samples, motivated by the common conjecture that species with common ancestors should share some ecological characteristics due to niche conservatism. This has been carried out using various methods of increasing complexity and reliability: using only taxonomical classification; constructing supertrees that incorporate only topological information from previously published phylogenies; or building supermatrices of molecular data that are used to estimate phylogenies with evolutionary meaningful branch lengths. Although the latter option is more informative than the others, it remains under-used in ecology because ecologists are generally unaware of or unfamiliar with modern molecular phylogenetic methods. However, a solid phylogenetic hypothesis is necessary to conduct reliable ecological analysis integrating evolutive aspects. Our aim here is to clarify the concepts and methodological issues associated with the reconstruction of dated megaphylogenies, and to show that it is nowadays possible to obtain accurate and well sampled megaphylogenies with informative branch-lengths on large species samples. This is possible thanks to improved phylogenetic methods, vast amounts of molecular data available from databases such as Genbank, and consensus knowledge on deep phylogenetic relationships for an increasing number of groups of organisms. Finally, we include a detailed step-by-step workflow pipeline (Supplementary material), from data acquisition to phylogenetic inference, mainly based on the R environment (widely used by ecologists) and the use of free web-servers, that has been applied to the reconstruction of a species-level phylogeny of all breeding birds of Europe.