With full-sensitivity operation of the first generation of gravitational wave detectors now just around the corner, and with the LISA space-based detector entering its final design stage, I review the wide variety of predicted sources from the perspective of what further theoretical work may be needed to assist in their detection. Some sources, such as binary black holes, require good theoretical models from which search templates for matched filtering of the data streams can be computed. Others, such as searches for un-modelled bursts, require clever robust search algorithms not tied to detailed waveform models. Still others, such as searches for continuous waves from pulsars, are compute-bound and need improved efficient computer algorith...