Since the discovery of RNA splicing in 1977 the knowledge of this important biological process has increased steadily following the identification of many of the mechanistic features of splicing: from the basic cis-acting splicing signals, through the detail composition and dynamics of the spliceosome, to the role played by accessory splicing factors and their interactions. Moreover, the realization that most genes undergo alternative splicing has had a strong impact in the overall cell proteome and metabolism research fields and also in better appraising the fundamental role played by splicing defects in human disease. This robust growth of knowledge is due in particular to the development of new powerful technical tools that range from methodologies useful to focus on single events in extreme detail to microarray and high-throughput RNA sequencing approaches that aim at providing a global vision of splicing changes. Here, we will discuss how these techniques relate to each other in terms of their respective strengths and weaknesses. In particular, we will focus on their value for evaluating the biological significance of splicing events. Finally, we provide some views on how these methodologies should move forward to improve our basic and applied knowledge of RNA splicing.