Aqueous microgels are distinct entities of soft matter with mechanical signatures that can be different from their macroscopic counterparts due to confinement effects in the preparation, inherently made to consist of more than one domain (Janus particles) or further processing by coating and change in the extent of crosslinking of the core. Motivated by the importance of the mechanical properties of such microgels from a fundamental point, but also related to numerous applications, we provide a perspective on the experimental strategies currently available and emerging tools being explored. Albeit all techniques in principle exploit enforcing stress and observing strain, the realization differs from directly, as, e.g., by atomic force microscope, to less evident in a fluid field combined with imaging by a high-speed camera in high-throughput strategies. Moreover, the accompanying analysis strategies also reflect such differences, and the level of detail that would be preferred for a comprehensive understanding of the microgel mechanical properties are not always implemented. Overall, the perspective is that current technologies have the capacity to provide detailed, nanoscopic mechanical characterization of microgels over an extended size range, to the high-throughput approaches providing distributions over the mechanical signatures, a feature not readily accessible by atomic force microscopy and micropipette aspiration.