The absorption of light by plasmonic nanostructures and their associated temperature increase are exquisitely sensitive to the shape and composition of the structure and to the wavelength of light. Therefore, much effort is put into synthesizing novel nanostructures for optimized interaction with the incident light. The successful synthesis and characterization of high quality and biocompatible plasmonic colloidal nanoparticles has fostered numerous and expanding applications, especially in biomedical contexts, where such particles are highly promising for general drug delivery and for tomorrow's cancer treatment. We review the thermoplasmonic properties of the most commonly used plasmonic nanoparticles, including solid or composite metallic nanoparticles of various dimensions and geometries. Common methods for synthesizing plasmonic particles are presented with the overall goal of providing the reader with a guide for designing or choosing nanostructures with optimal thermoplasmonic properties for a given application. Finally, the biocompatibility and biological tolerance of structures are critically discussed along with novel applications of plasmonic nanoparticles in the life sciences.