Protein phosphorylation is a key regulator of cellular signaling pathways. It is involved in most cellular events in which the complex interplay between protein kinases and protein phosphatases strictly controls biological processes such as proliferation, differentiation, and apoptosis. Defective or altered signaling pathways often result in abnormalities leading to various diseases, emphasizing the importance of understanding protein phosphorylation. Phosphorylation is a transient modification, and phosphoproteins are often very low abundant. Consequently, phosphoproteome analysis requires highly sensitive and specific strategies. Today, most phosphoproteomic studies are conducted by mass spectrometric strategies in combination with phospho-specific enrichment methods. This review presents an overview of different analytical strategies for the characterization of phosphoproteins. Emphasis will be on the affinity methods utilized specifically for phosphoprotein and phosphopeptide enrichment prior to MS analysis, and on recent applications of these methods in cell biological applications.