The individuality of head-related transfer functions (HRTFs) is a key issue for binaural synthesis. While, over the years, a lot of work has been accomplished to propose end-user-friendly solutions to HRTF personalization, it remains a challenge. In this article we establish a state-of-the-art of that work. We classify the various proposed methods, review their respective advantages and disadvantages, and, above all, methodically check if and how the perceptual validity of the resulting HRTFs was assessed.