Beams of atoms and molecules are stalwart tools for spectroscopy and studies of collisional processes. The supersonic expansion technique can create cold beams of many species of atoms and molecules. However, the resulting beam is typically moving at a speed of 300-600 m/s in the lab frame, and for a large class of species has insufficient flux (i.e. brightness) for important applications. In contrast, buffer gas beams can be a superior method in many cases, producing cold and relatively slow molecules in the lab frame with high brightness and great versatility. There are basic differences between supersonic and buffer gas cooled beams regarding particular technological advantages and constraints. At present, it is clear that not all of the possible variations on the buffer gas method have been studied. In this review, we will present a survey of the current state of the art in buffer gas beams, and explore some of the possible future directions that these new methods might take.