Touch has a pivotal importance in determining the expressivity of musical performance for a number of musical instruments. However, most digital musical devices provide no interactive force and/or vibratory feedback to the performer, thus depriving the somatosensory channel of a number of cues. Is the lack of haptic feedback only an aesthetic issue, or does it remove cues essential for digital instrument playing? If so, at which level is the interaction objectively impoverished? What are the effects on musical performance? In this survey article we illustrate our recent research about the use of vibrotactile feedback in three digital instrument interfaces, using tools that we developed over several years and made available to the community in open-source form. These interfaces span a wide range of familiarity and gestural opportunities, enabling us to explore the impact of haptic feedback on different types of digital instruments. We conducted experiments with professional musicians to assess the impact of vibratory cues on both the perceived quality of the instrument and the playing experience, as well as on musical performance. Particular attention was paid to scientific rigor and repeatability of the results, so as to serve as a reference for researchers and practitioners of the musical haptics community. Our results suggest a significant role of vibrotactile feedback in shaping the perception of digital musical instruments, although the effects on musical performance varied depending on the interfaces tested.