  We provide an overview of some recent techniques involving the Malliavin
calculus of variations and the so-called ``Stein's method'' for the Gaussian
approximations of probability distributions. Special attention is devoted to
establishing explicit connections with the classic method of moments: in
particular, we use interpolation techniques in order to deduce some new
estimates for the moments of random variables belonging to a fixed Wiener
chaos. As an illustration, a class of central limit theorems associated with
the quadratic variation of a fractional Brownian motion is studied in detail.
