It is commonly stated that we have entered the era of precision cosmology in which a number of important observations have reached a degree of precision, and a level of agreement with theory, that is comparable with many Earth‐based physics experiments. One of the consequences is the need to examine at what point our usual, well‐worn assumption of homogeneity associated to the use of perturbation theory begins to compromise the accuracy of our models. It is now a widely accepted fact that the effect of the inhomogeneities observed in the Universe cannot be ignored when one wants to construct an accurate cosmological model. Well‐established physics can explain several of the observed phenomena without introducing highly speculative elements, like dark matter, dark energy, exponential expansion at densities never attained in any experiment (i. e. inflation), and the like. Two main classes of methods are currently used to deal with these issues. Averaging, sometimes linked to fitting procedures a la Stoeger and Ellis, provide us with one promising way of solving the problem. Another approach is to use exact inhomogeneous solutions of General Relativity. This last method will be shortly developed and discussed here.