There has been extensive research on drug delivery by biodegradable polymeric devices since bioresorbable surgical sutures entered the market two decades ago. Among the different classes of biodegradable polymers, the thermoplastic aliphatic poly(esters) such as poly(lactide) (PLA), poly(glycolide) (PGA), and especially the copolymer of lactide and glycolide referred to as poly(lactide-co-glycolide) (PLGA) have generated tremendous interest because of their excellent biocompatibility, biodegradability, and mechanical strength. They are easy to formulate into various devices for carrying a variety of drug classes such as vaccines, peptides, proteins, and micromolecules. Most importantly, they have been approved by the United States Food and Drug Administration (FDA) for drug delivery. This review presents different preparation techniques of various drug-loaded PLGA devices, with special emphasis on preparing microparticles. Certain issues about other related biodegradable polyesters are discussed.