As the world's first implementation of magnetorheological (MR) smart damping technique in bridge structures, a total of 312 semi-active MR dampers (RD-1005, Lord Corporation) have recently been installed for rain–wind-induced cable vibration control on the cable-stayed Dongting Lake Bridge, China. This project has undergone several stages of in situ experiments and tests: (i) modal tests of undamped cables, (ii) forced vibration tests of MR-damped trial cables, (iii) monitoring of MR-damped and undamped cable responses under rain–wind excitations, (iv) comparative tests using different damper setups, (v) full installation, and (vi) field measurements and real-time control tests after the installation. After outlining the above six stages of the whole project and addressing the experience and lessons learned from both open-loop control and closed-loop control practices, this study focuses on the design considerations of implementing MR dampers for cable vibration control, taking into account the effects of the damper stiffness, damper mass, stiffness of damper support, nonlinearity of the damper, and sag and inclination of the cable. The research efforts make it possible to develop elaborate MR dampers specific for application to bridge stay cables.