There is a growing movement in all areas of healthcare, including psychology and psychiatry, to adopt an evidence-based approach to practice -- this means that rather than relying solely on clinical lore, folk wisdom, or the clinician's judgment, the clinician's practice should be guided by the existing research literature.
Empirically supported treatments are those that have been shown, through scientific research, to be effective in treating a disorder or condition. While there is disagreement about how much research or what kinds of research must be done in order to designate a treatment as "empirically supported," randomized controlled trials are generally regarded as the most rigorous research design for testing treatments.
A clinician who is using evidence based practice will consider what empirically supported treatments exist for a particular condition, but will also consider the unique needs of the individual patient and the resources and support available to the patient when making treatment decisions. In other words, evidence based practice does not require a "one-size-fits-all" approach, but it does require a clinician to consider both the research literature and the needs of the patient.