  In this article, we address the issues that come up in the design of
importance sampling schemes for rare events associated to stochastic dynamical
systems. We focus on the issue of metastability and on the effect of multiple
scales. We discuss why seemingly reasonable schemes that follow large
deviations optimal paths may perform poorly in practice, even though they are
asymptotically optimal. Pre-asymptotic optimality is important when one deals
with metastable dynamics and we discuss possible ways as to how to address this
issue. Moreover, we discuss how the effect of the multiple scales (either in
periodic or random environments) on the efficient design of importance sampling
should be addressed. We discuss the mathematical and practical issues that come
up, how to overcome some of the issues and discuss future challenges.
