Cell penetrating peptides hold considerable potential for academic and pharmaceutical remits with an interest in delivering macromolecules to the insides of cells. Hundreds of sequences now fall within the cell penetrating peptide classification and HIV-Tat, penetratin, transportan, and octaarginine represent extensively studied variants. The process by which membrane translocation is achieved has received significant interest in an aim to exploit new mechanistic knowledge to gain higher efficiency of penetration. There is evidence that many of the most well studied peptides are able to deliver themselves, relatively small cargo and possibly large macromolecular structures directly across the plasma membrane but there is also support for the involvement of an endocytic pathway or pathways. This review focuses on recent findings relating to experimental protocols and cell penetrating peptide modifications or extensions that yield significant effects on penetration capability. Relatively small changes in extracellular peptide concentrations, the inclusion or absence of serum from the incubation medium and the in vitro model exemplify variables that significantly influence the capacity of CPPs to penetrate membranes. Attachment of any type of cargo to these entities has the potential to affect their interaction with cells. There is increasing evidence to suggest that this is true for relatively small molecules such as fluorescent probes and hydrophobic adducts such as lipids and short peptide sequences designed as peptide therapeutics. Information gained from these findings will improve our knowledge of, and capacity to study the interactions of CPPs with cells, and this will accelerate their translation as efficient vectors from the in vitro setting into the clinical arena.