A considerable research has been conducted on drug delivery by biodegradable polymeric devices, following the entry of bioresorbable surgical sutures in the market about two decades ago. Amongst the different classes of biodegradable polymers, the thermoplastic aliphatic poly(esters) like poly(lactide) (PLA), poly(glycolide) (PGA), and especially the copolymer of lactide and glycolide, poly(lactide-co-glycolide) (PLGA) have generated immense interest due to their favorable properties such as good biocompatibility, biodegradability, and mechanical strength. Also, they are easy to formulate into different devices for carrying a variety of drug classes such as vaccines, peptides, proteins, and micromolecules. Also, they have been approved by the Food and Drug Administration (FDA) for drug delivery. This review discusses the various traditional and novel techniques (such as in situ microencapsulation) of preparing various drug loaded PLGA devices, with emphasis on preparing microparticles. Also, certain issues about other related biodegradable polyesters are discussed.