In recent decades, improvements in thermoelectric material performance have made it more practical to generate electricity from waste heat and to use solid‐state devices for refrigeration. However, despite the development of successful strategies to enhance the figure‐of‐merit zT, optimizing devices for large‐scale applications remains challenging. High zT values do not guarantee excellent device performance, and maintaining high zT over a wide temperature range is difficult. Thus, device‐level structural optimization is crucial for maximizing overall energy conversion efficiency. Proper interfacial and structure design strategies, including contact layer selection, multi‐stage optimization, and size matching for the n‐ and p‐type thermoelectric legs, are necessary for advancing device performance. Additionally, thermal stability issues, device assembly techniques, mechanical properties, and manufacturing costs are crucial considerations for large‐scale applications. To achieve actual applications, the thermoelectric community must look beyond simply aiming for high zT values. This article focuses on modules based on n‐type Mg3(Sb, Bi)2, one of the most promising commercially available thermoelectric materials, and discusses the influence of various parameters on the modules and on the corresponding device‐level optimization strategies.