The research field of single cell analysis is rapidly expanding, driven by developments in flow cytometry, microscopy, lab-on-a-chip devices, and many other fields. The promises of these developments include deciphering cellular mechanisms and the quantification of cell-to-cell differences, ideally with spatio-temporal resolution. However, these promises are challenging as the analytical techniques have to cope with minute analyte amounts and concentrations. We formulate first these challenges and then present state-of-the-art analytical techniques available to investigate the different cellular hierarchies--from the genome to the phenome, i.e., the sum of all phenotypes.