A decade after its discovery, RNA interference has proven to be an instant success both in fundamental research and clinical applications. Lentiviral delivery of shRNAs is one of the most popular approaches to study gene functionalities in both developmental biology and disorders. During the past 10 years, several adaptations and novel techniques have emerged to improve (conditional) transgene expression and to meet researchers needs. However, due to this magnitude of diversity, it is sometimes difficult to select the most suitable approach for a specific experimental setup. Here, we summarize the different systems and techniques available for every step in the generation of shRNA-bearing lentiviruses. The most crucial point is inevitably the selection of the target sequence itself. A good shRNA design is indispensable and determines almost completely the success of the experiments. In addition, an adequate promoter that drives the shRNA expression has to be chosen depending on its strength, inducibility, tissue-specificity, … At this point, the researcher has also to decide whether the expression of the shRNA should be inducible or not. Another point one has to keep in mind is the choice of lentiviral vector in which the silencing cassette will be incorporated; single- or double-copy vectors are available. The last 2 years, shRNA multiplex approaches in which several targets are silenced with one vector have emerged and have shown a lot of potential in complex studies (like HIV-1). Finally, in the last section, we will discuss the possible induction of an immune response by short dsRNA molecules.