The classical Prüfer transformation has proved to be a useful tool in the study of Sturm-Liouville theory. In this paper we introduce the Prüfer transformation for self-adjoint difference equations and use it to obtain oscillation criteria and other results. We then offer an extension of this approach to the case of general symplectic systems on time scales. Time scales have been introduced in order to unify discrete and continuous analysis, and indeed our results cover as special cases both the Prüfer transformation for differential and for difference equations.