This review gives a perspective of the thermal poling technique throughout its chronological evolution, starting in the early 1990s when the first observation of the permanent creation of a second order non-linearity inside a bulk piece of glass was reported. We then discuss a number of significant developments in this field, focusing particular attention on working principles, numerical analysis and theoretical advances in thermal poling of optical fibers, and conclude with the most recent studies and publications by the authors. Our latest works show how in principle, optical fibers of any geometry (conventional step-index, solid core microstructured, etc) and of any length can be poled, thus creating an advanced technological platform for the realization of all-fiber quadratic non-linear photonics.