The rod and cone photoreceptor cells of the vertebrate retina have highly specialized structures that enable them to carry out their function of light detection over a broad range of illumination intensities with optimized spatial and temporal resolution. Most prominent are their unusually large sensory cilia, consisting of outer segments packed with photosensitive disc membranes, a connecting cilium with many features reminiscent of the primary cilium transition zone, and a pair of centrioles forming a basal body which serves as the platform upon which the ciliary axoneme is assembled. These structures form a highway through which an enormous flux of material moves on a daily basis to sustain the continual turnover of outer segment discs and the energetic demands of phototransduction. After decades of study, the details of the fine structure and distribution of molecular components of these structures are still incompletely understood, but recent advances in cellular imaging techniques and animal models of inherited ciliary defects are yielding important new insights. This knowledge informs our understanding both of the mechanisms of trafficking and assembly and of the pathophysiological mechanisms of human blinding ciliopathies.