Less than thirty years after the giant magnetoresistance (GMR) effect was described, GMR sensors are the preferred choice in many applications demanding the measurement of low magnetic fields in small volumes. This rapid deployment from theoretical basis to market and state-of-the-art applications can be explained by the combination of excellent inherent properties with the feasibility of fabrication, allowing the real integration with many other standard technologies. In this paper, we present a review focusing on how this capability of integration has allowed the improvement of the inherent capabilities and, therefore, the range of application of GMR sensors. After briefly describing the phenomenological basis, we deal on the benefits of low temperature deposition techniques regarding the integration of GMR sensors with flexible (plastic) substrates and pre-processed CMOS chips. In this way, the limit of detection can be improved by means of bettering the sensitivity or reducing the noise. We also report on novel fields of application of GMR sensors by the recapitulation of a number of cases of success of their integration with different heterogeneous complementary elements. We finally describe three fully functional systems, two of them in the bio-technology world, as the proof of how the integrability has been instrumental in the meteoric development of GMR sensors and their applications.