Since its discovery in 1989, RNA interference (RNAi) has become a widely used tool for the in vitro downregulation of specific gene expression in molecular biological research. This basically involves a complementary RNA that binds a target sequence to affect its transcription or translation process. Currently, various small RNAs, such as small interfering RNA (siRNA), micro RNA (miRNA), small hairpin RNA (shRNA), and PIWI interacting RNA (piRNA), are available for application on in vitro cell culture, to regulate the cells’ gene expression by mimicking the endogenous RNAi-machinery. In addition, several biochemical, physical, and viral methods have been established to deliver these RNAs into the cell or nucleus. Since each RNA and each delivery method entail different off-target effects, limitations, and compatibilities, it is crucial to understand their basic mode of action. This review is intended to provide an overview of different nucleic acids and delivery methods for planning, interpreting, and troubleshooting of RNAi experiments.