Conjugated oligomers represent a prominent class of compounds from a viewpoint of their theory, synthesis, and applications in materials science. Push-pull substitution with an electron donor D at one end of the conjugation and an electron acceptor A at the other end results in them having outstanding optical and electronical properties. This Review highlights fundamental synthetic strategies for the preparation of such oligomers with n repeat units (n=1, 2, 3, 4, ..) and the rules that govern their linear and nonlinear optical properties (absorption, frequency doubling and tripling). The unification of chemical, physical, and theoretical aspects with an interdisciplinary image of this class of compounds is attempted herein.