We review recent developments in the synthesis and self-assembly of Janus and multiblock colloidal particles, highlighting new opportunities for colloid science and technology that are enabled by encoding orientational order between particles as they self-assemble. Emphasizing the concepts of molecular colloids and colloid valence unique to such colloids, we describe their rational self-assembly into colloidal clusters, taking monodisperse tetrahedra as an example. We also introduce a simple method to lock clusters into permanent shapes. Extending this to 2D lattices, we also review recent progress in assembling new open colloidal networks including the kagome lattice. In each application, areas of opportunity are emphasized.