Silicon does not emit light efficiently, therefore the integration of other light-emitting materials is highly demanded for silicon photonic integrated circuits. A number of integration approaches have been extensively explored in the past decade. Here, the most recent progress in this field is reviewed, covering the integration approaches of III-V-to-silicon bonding, transfer printing, epitaxial growth and the use of colloidal quantum dots. The basic approaches to create waveguide-coupled on-chip light sources for different application scenarios are discussed, both for silicon and silicon nitride based waveguides. A selection of recent representative device demonstrations is presented, including high speed DFB lasers, ultra-dense comb lasers, short (850nm) and long (2.3μm) wavelength lasers, wide-band LEDs, monolithic O-band lasers and micro-disk lasers operating in the visible. The challenges and opportunities of these approaches are discussed.