With the constant increase in energy demand, using renewable energy has become a priority. Geothermal energy is a widely available, constant source of renewable energy that has shown great potential as an alternative source of energy in achieving global energy sustainability and environment protection. When exploiting geothermal energy, whether is for heating or cooling buildings or generating electricity, a ground heat exchanger (GHE) is the most important component, whose performance can be easily improved by following the latest design aspects. This article focuses on the application of different types of GHEs with attention directed to deep vertical borehole heat exchangers and direct expansion systems, which were not dealt with in detail in recent reviews. The article gives a review of the most recent advances in design aspects of GHE, namely pipe arrangement, materials, and working fluids. The influence of the main design parameters on the performance of horizontal, vertical, and shallow GHEs is discussed together with commonly used performance indicators for the evaluation of GHE. A survey of the available literature shows that thermal performance is mostly a point of interest, while hydraulic and/or economic performance is often not addressed, potentially resulting in non-optimal GHE design.