Ultracold polar molecular gases promise new directions and exciting applications in collisions and chemical reactions at ultralow energies, precision measurements, novel quantum phase transitions, and quantum information science. Here we briefly discuss key experimental requirements for observing strong dipole-dipole interactions in an ultracold dipolar gas of molecules. We then survey current experimental progress in the field with a focus on our recent work creating a near quantum degenerate gas of KRb polar molecules [Ni et al., Science, 2008, 322, 231].