  We review the role of self-consistency in density functional theory. We apply
a recent analysis to both Kohn-Sham and orbital-free DFT, as well as to
Partition-DFT, which generalizes all aspects of standard DFT. In each case, the
analysis distinguishes between errors in approximate functionals versus errors
in the self-consistent density. This yields insights into the origins of many
errors in DFT calculations, especially those often attributed to
self-interaction or delocalization error. In many classes of problems, errors
can be substantially reduced by using `better' densities. We review the history
of these approaches, many of their applications, and give simple pedagogical
examples.
