Surface modification methods have been applied to metals and alloys to change the surface integrity, obtain superior mechanical properties, and improve service life irrespective of the field of application. In this review paper, current state-of-the-art of peening techniques are demonstrated. More specifically, classical and advanced shot peening (SP), ultrasonic impact peening (UIP), and laser shock peening (LSP) have been discussed. The effect of these techniques on mechanical properties, such as hardness, wear resistance, fatigue life, surface roughness, and corrosion resistance of various metals and alloys, are discussed. This study also reports the comparisons, advantages, challenges, and potential applications of these processes.