The practice of virtual screening (VS) to identify chemical leads to known or novel targets is becoming a core function of the computational chemist within industry. By employing a range of techniques, when attempting to identify compounds with activity against a biological target, a small focused subset of a larger collection of compounds can be identified and tested, often with results much better than selecting a similar number of compounds at random. We will review the key methods available, their relative success, and provide practical insights into best practices and key gaps. We will also argue that the capability of VS methods has grown to a point where fuller integration with experimental methods, including HTS, could increase the effectiveness of both.