We report on joint work in progress with A. Bayer on how one can use wall-crossing techniques to study the birational geometry of a moduli space M of Gieseker-stable sheaves on a K3 surface X. In particular: (--) We will give a "modular interpretation" for all minimal models of M. (--) We will describe the nef cone, the movable cone, and the effective cone of M in terms of the algebraic Mukai lattice of X. (--) We will establish the so called Tyurin/Bogomolov/Hassett-Tschinkel/Huybrechts/Sawon Conjecture on the existence of Lagrangian fibrations on M.