The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares, or weighted least-squares itself, can be more effective when the experimental errors are heteroscedastic. We give a concise theoretical result which demonstrates the effectiveness of this approach, even when the model for the variance is inaccurate, and we explore the numerical properties of the method. We show too that the advantages of the suggested adaptive techniques are not found only in low-dimensional aspects of the problem; rather, they accrue almost equally among all dimensions.