All-dielectric nanophotonics is an exciting and rapidly developing area of nanooptics which utilizes the resonant behavior of high-index low-loss dielectric nanoparticles for enhancing light-matter interaction on the nanoscale. When experimental implementation of a specific all-dielectric nanostructure is an issue, two crucial factors have to be in focus: the choice of a high-index material and a fabrication method. The degree to which various effects can be enhanced relies on the dielectric response of the chosen material as well as the fabrication accuracy. Here, we make an overview of available high-index materials and existing fabrication techniques for the realization of all-dielectric nanostructures. We compare performance of the chosen materials in the visible and IR spectral ranges in terms of scattering efficiencies and Q-factors. Various fabrication methods of all-dielectric nanostructures are further discussed, and their advantages and disadvantages are highlighted. We also present an outlook for the search of better materials with higher refractive indices and novel fabrication methods enabling low-cost manufacturing of optically resonant high-index nanoparticles. We hope that our results will be valuable for researches across the whole field of nanophotonics and particularly for the design of all-dielectric nanostructures.