Calculating the dimension of sets invariant under non-conformal dynamics is a formidable problem. My talk will be a survey on what is known and expected for self-affine sets, i.e. sets invariant under piece-wise affine expanding maps on Euclidean space. Some emphasis will be given to my joint work with A. Käenmäki on self-affine sets of Kakeya type, and the thermodynamic formalism for the singular value function.