I will focus primarily on the challenges of working with extremely high data volumes, where even simple computational problems rapidly become non-trivial. I will discuss how these challenges influence the development at all levels of the software stack: from low-level infrastructure to high-level application design. At each level of the stack, I will describe how these challenges affect how the problem is approached and some of the techniques that were developed to address them. I will also discuss some algorithmic, statistical, and data mining challenges that come out of such high density domains.