The phenomenology of quantum gravity can be examined even though the underlying theory is not yet fully understood. Effective extensions of the standard model allow us to study specific features, such as the existence of extra dimensions or a minimal length scale. I will talk about some applications of this approach which can be used to make predictions for particle- and astrophysics, and fill in some blanks in the puzzle of quantum gravity. A central point of this investigations is the physics of black holes. I will comment on possible ways to proceed and on the missing pieces I find most important to look for.