In this paper, we discuss advancedthermostatting techniques for sampling molecular systems in the canonical ensemble.We first survey work on dynamical thermostatting methods, including the Nosé-Poincaré method, and generalized bath methods which introduce a more complicated extended model to obtain better ergodicity. We describe a general controlled temperature model, projective thermostatting molecular dynamics(PTMD) and demonstrate that it flexibly accommodates existing alternativethermostatting methods, such as Nosé-Poincaré, Nosé-Hoover(with or without chains), Bulgac-Kusnezov, or recursive Nosé-PoincaréChains. These schemes offer possible advantages for use incomputing thermodynamic quantities, and facilitate the developmentof multiple time-scale modelling and simulation techniques. Inaddition, PTMD advances a preliminary step toward therealization of true nonequilibrium motion for selected degrees offreedom, by shielding the variables of interest from the artificialeffect of thermostats. We discuss extension of the PTMD method for constant temperature and pressure models. Finally, we demonstrate schemes for simulating systems with an artificial temperature gradient, by enabling the use of two temperature baths within the PTMD framework.