  Measurement of neutral pions and direct photons are closely connected
experimentally, on the other hand they probe quite different aspects of
relativistic heavy ion collisions. In this short review of the $\pi^0$ results
from the PHENIX experiment at RHIC our focus is on the $\phi$-integrated
nuclear modification factor, its energy and system size dependence, and the
impact of these results on parton energy loss models. We also discuss the
current status of high $p_T$ and thermal direct photon measurements both in $p$
+ $p$ and Au+Au collisions. Recognizing the advantages of measuring not only
the "signal", but also all the "references" needed for proper interpretation in
the same experiments (with same or similar systematics) we argue that RHIC
should regularly include $d$ + A and even $d$ + $d$ collisions into its system
size and energy scan.
