Multidimensional chromatography coupled to mass spectrometry (LC(n)-MS) provides more separation power and an extended measured dynamic concentration range to analyse complex proteomics samples than one dimensional liquid chromatography coupled to mass spectrometry (1D-LC-MS). This review gives an overview of the most important aspects of LC(n)-MS with respect to optimizing peak capacity and evaluate orthogonality. We review recent developments in LC(n)-MS to analyse proteomics samples from the analyst point of view and give an overview over methods and future developments to process LC(n)-MS data for comprehensive differential protein expression profiling. Examples from our research, such as combining protein fractionation using high temperature reverse phase (RP) columns followed by analysis of the trypsin-digested fractions by RP LC-MS, serve to highlight possibilities and shortcomings of present-day approaches. Other LC(n)-MS systems that have been used to analyse highly complex shotgun proteomic samples, such as the combination of RP columns using low and high pH eluents or the combination of hydrophilic interaction liquid chromatography (HILIC) with RP-MS is discussed in detail.