After nearly 80 years since the first guess on its existence, neutrino still escapes our insight: the mass and the true nature (Majorana or Dirac) of this particle is still unknown. In the past ten years, neutrino oscillation experiments have finally provided the incontrovertible evidence that neutrinos mix and have finite masses. These results represent the strongest demonstration that the Standard Model of electroweak interactions is incomplete and that new Physics beyond it must exist. None of these experimental efforts could however shade light on some of the basic features of neutrinos. Indeed, absolute scale and ordering of the masses of the three generations as well as charge conjugation and lepton number conservation properties are still unknown. In this scenario, a unique role is played by the Neutrinoless Double Beta Decay searches: these experiments can probe lepton number conservation, investigate the Dirac/Majorana nature of the neutrinos and their absolute mass scale (hierarchy problem) with unprecedented sensitivity. Today Neutrinoless Double Beta Decay faces a new era where large scale experiments with a sensitivity approaching the so-called degenerate-hierarchy region are nearly ready to start and where the challenge for the next future is the construction of detectors characterized by a tonne-scale size and an incredibly low background, to fully probe the invertedhierarchy region. A number of new proposed projects took up this challenge. These are based either on large expansions of the present experiments or on new ideas to improve the technical performance and/or reduce the background contributions. On the other hand, nuclear theorists are making remarkable progress in the calculation of the double beta decay nuclear matrix elements in order to eliminate the theoretical uncertainties affecting the particle physics interpretation of this process. In this paper, a review of the most relevant ongoing experiments is given. The most relevant parameters contributing to the experimental sensitivity are discussed and a critical comparison of the future projects is proposed.