3D metal nanostructures are often the basis of several applications such as in catalysis, plasmonics, medical diagnosis, therapy, drug screening, ophthalmologic, and biomedical applications. Porous gold nanoparticles (PGNs) are intensively investigated due to their outstanding morphological as well as advantageous optical properties. Unfortunately, the thermal stability of these open-porous structures is poor, i.e. even as a result of low-temperature annealing (150$^\circ$C in air), their porosity disappears and they lose their favorable optical properties. In order to preserve their beneficial properties, a thin metal oxide coating can be applied. Changing the coating's thickness and/or composition, the optical response of the PGNs can also be tuned in a wide wavelength region. Moreover, these nanoparticles can be synthesized also in support-free form, which makes them more attractive from an application point of view. This review article summarizes some of the preparation modes of these complex nanostructures (fixed and support-free), as well as their thermal stability and optical responses.