Finite metric spaces arise in many different contexts. Enormous bodies of data, scientific, commercial and others can often be viewed as large metric spaces. It turns out that the metric of graphs reveals a lot of interesting information. Metric spaces also come up in many recent advances in the theory of algorithms. Finally, finite submetrics of classical geometric objects such as normed spaces or manifolds reflect many important properties of the underlying structure. In this paper we review some of the recent advances in this area.