We review the integration techniques for incorporating various materials into silicon-based devices. We discuss on-chip light sources with gain materials, linear electro-optic modulators using electro-optic materials, low-power piezoelectric tuning devices with piezoelectric materials, highly absorbing materials for on-chip photodetectors, and ultra-low-loss optical waveguides. Methodologies for integrating these materials with silicon are reviewed, alongside the technical challenges and evolving trends in silicon hybrid and heterogeneously integrated devices. In addition, potential research directions are proposed. With the advancement of integration processes for thin-film materials, significant breakthroughs are anticipated, leading to the realization of optoelectronic monolithic integration featuring on-chip lasers.