Matching the demand for resources ("load") with the supply of resources ("capacity") is a basic problem occurring across many fields of engineering, logistics, and economics, and has been considered extensively both in the Internet and in wireless networks. The ongoing evolution of cellular communication networks into dense, organic, and irregular heterogeneous networks ("HetNets") has elevated load-awareness to a central problem, and introduces many new subtleties. This paper explains how several long-standing assumptions about cellular networks need to be rethought in the context of a load-balanced HetNet: we highlight these as three deeply entrenched myths that we then dispel. We survey and compare the primary technical approaches to HetNet load balancing: (centralized) optimization, game theory, Markov decision processes, and the newly popular cell range expansion (a.k.a. "biasing"), and draw design lessons for OFDMA-based cellular systems. We also identify several open areas for future exploration.