Aptamers represent an important class of synthetic protein binders useful for proteome-wide applications. The identification and characterisation of such molecules have been greatly facilitated by the development of Systematic Evolution of Ligands by Exponential Amplification (SELEX). Since then numerous advances and alternatives to improve efficient aptamer discovery have been reported. In the present manuscript we discuss the recent advances performed around the SELEX approach that may help to expand the availability of new aptamers and the subsequent applications that may be developed.