Traditionally, the Kohn-Sham orbitals are used only to evaluate the kinetic energy of the Kohn-Sham model system, which represents the bulk of the full kinetic energy, taking into account the fermionic nature of electrons. The Kohn-Sham orbitals, however, contain much more information than their kinetic energy. The occupied Kohn-Sham orbitals, for example, enable an exact calculation of the exchange energy. This means all parts of the total energy except the correlation energy can be easily calculated exactly, technically by evaluating the Hartree-Fock energy with Kohn-Sham orbitals. Indeed, approximating only the remaining small part of the energy, the correlation energy, is a natural and systematic approach. For individually approximating the correlation energy, orbital-dependent functionals can be constructed that use occupied as well as unoccupied Kohn-Sham orbitals and their orbital energies, in this way exploiting much more of the information contained in the Kohn-Sham model system.