Species distribution models (SDMs) are commonly used to assess potential climate change impacts on biodiversity, but several critical methodological decisions are often made arbitrarily. We compare variability arising from these decisions to the uncertainty in future climate change itself. We also test whether certain choices offer improved skill for extrapolating to a changed climate and whether internal cross-validation skill indicates extrapolative skill. We compared projected vulnerability for 29 wetland-dependent bird species breeding in the climatically dynamic Prairie Pothole Region, USA. For each species we built 1,080 SDMs to represent a unique combination of: future climate, class of climate covariates, collinearity level, and thresholding procedure. We examined the variation in projected vulnerability attributed to each uncertainty source. To assess extrapolation skill under a changed climate, we compared model predictions with observations from historic drought years. Uncertainty in projected vulnerability was substantial, and the largest source was that of future climate change. Large uncertainty was also attributed to climate covariate class with hydrological covariates projecting half the range loss of bioclimatic covariates or other summaries of temperature and precipitation. We found that choices based on performance in cross-validation improved skill in extrapolation. Qualitative rankings were also highly uncertain. Given uncertainty in projected vulnerability and resulting uncertainty in rankings used for conservation prioritization, a number of considerations appear critical for using bioclimatic SDMs to inform climate change mitigation strategies. Our results emphasize explicitly selecting climate summaries that most closely represent processes likely to underlie ecological response to climate change. For example, hydrological covariates projected substantially reduced vulnerability, highlighting the importance of considering whether water availability may be a more proximal driver than precipitation. However, because cross-validation results were correlated with extrapolation results, the use of cross-validation performance metrics to guide modeling choices where knowledge is limited was supported.