3D live imaging is important for a better understanding of biological processes, but it is challenging with current techniques such as spinning-disk confocal microscopy. Bessel beam plane illumination microscopy allows high-speed 3D live fluorescence imaging of living cellular and multicellular specimens with nearly isotropic spatial resolution, low photobleaching and low photodamage. Unlike conventional fluorescence imaging techniques that usually have a unique operation mode, Bessel plane illumination has several modes that offer different performance with different imaging metrics. To achieve optimal results from this technique, the appropriate operation mode needs to be selected and the experimental setting must be optimized for the specific application and associated sample properties. Here we explain the fundamental working principles of this technique, discuss the pros and cons of each operational mode and show through examples how to optimize experimental parameters. We also describe the procedures needed to construct, align and operate a Bessel beam plane illumination microscope by using our previously reported system as an example, and we list the necessary equipment to build such a microscope. Assuming all components are readily available, it would take a person skilled in optical instrumentation ∼1 month to assemble and operate a microscope according to this protocol.