Experience in exploring our own solar system has shown that direct investigation of planetary bodies using space probes invariably yields scientific knowledge not otherwise obtainable. In the case of exoplanets, such direct investigation may be required to confirm inferences made by astronomical observations, especially with regard to planetary interiors, surface processes, geological evolution, and possible biology. This will necessitate transporting sophisticated scientific instruments across interstellar space, and some proposed methods for achieving this with flight-times measured in decades are reviewed. It is concluded that, with the possible exception of very lightweight (and thus scientifically limited) probes accelerated to velocities of ~0.1c with powerful Earth-based lasers, achieving such a capability may have to wait until the development of a space-based civilization capable of leveraging the material and energy resources of the solar system.