Third-generation hard-X-ray synchrotron radiation sources simultaneously provide both a need and an opportunity for the development of new short-wavelength optical components. The high power and power densities of the insertion-device-produced X-ray beams have forced researchers to consider what may seem like exotic approaches, such as cryogenically cooled silicon and highly perfect diamond crystals, to mitigate thermal distortions in the first optical components. Once the power has been successfully filtered while maintaining the high beam brilliance, additional specialized optical components can be inserted into the monochromatic beam that take advantage of that brilliance. This paper reviews the performance of such optical components that have been designed, fabricated and tested at the Advanced Photon Source, starting with high-heat-load components and followed by examples of several specialized devices, such as an meV resolution (in-line) monochromator, a high-energy X-ray phase retarder and a phase-zone plate with submicrometer focusing capability.