The aim of this paper is to provide an introduction to the improved iterative Krylov solution of boundary integral equations for time-harmonic scattering problems arising in acoustics, electromagnetism and elasticity. From the point of view of computational methods, considering large frequencies is a challenging issue in engineering since it leads to solving highly indefinite large scale complex linear systems which generally implies a convergence breakdown of iterative methods. More specifically, we explain the problematic and some partial solutions through analytical preconditioning for high-frequency acoustic scattering problems and the introduction of new combined field integral equations. We complete the paper with some recent extensions to the case of electromagnetic and elastic waves equations.