This paper reviews the various classes of ionic liquids (ILs) in view of their established and expected applications in advanced electrochemical devices, such as lithium batteries, fuel cells, and supercapacitors. In this respect, particular attention is devoted to aprotic and protic ILs, with a related discussion in terms of their thermal and transport properties. In addition, the role in the electrochemical technology of a new class of ILs having cation and anion tethered in an intramolecular form is stressed. Due to their emerging importance, IL-based polymers are finally reported and discussed. A conclusion, where the expected evolution of the ILs research and development is evaluated, is also included.