Changes in gene expression underlie the adaptive evolution in many complex phenotypes, and the recent increase in the availability of multi-species comparative transcriptome data has made it possible to scan whole transcriptomes for loci that have experienced adaptive changes in expression. However, despite the increase in data availability, current models of gene expression evolution often do not account for the complexities and inherent noise associated with transcriptome data. Additionally, in contrast to current models of gene sequence evolution, models of transcriptome evolution often lack the sophistication to effectively determine whether transcriptional differences between species or within a clade are the result of neutral or adaptive processes. In this review, we discuss the tools, methods and models that define our current understanding of the relationship between gene expression and complex phenotype evolution. Our goal is to summarize what we know about the evolution of global gene expression patterns underlying complex traits, as well to identify some of the questions that remain to be answered.