The WHOT-QCD Collaboration is pushing forward a series of lattice studies of QCD at finite temperatures and densities using improved Wilson quarks. Because Wilson-type quarks require more computational resources than the more widely adopted staggered-type quarks, various theoretical and computational techniques have to be developed and applied. In this paper, we introduce the fixed-scale approach armed with the T-integration method, the Gaussian method based on the cumulant expansion, and the histogram method combined with the reweighting technique. Adopting these methods, we have carried out the first study of finite-density QCD with Wilson-type quarks and the first calculation of the equation of state with 2+1 flavors of Wilson-type quarks. We present results of these studies and discuss perspectives towards a clarification of the properties of 2+1 flavor QCD at the physical point, at finite temperatures and densities.