In the last decades, a new branch of science has emerged, dipolar soft matter, owing its fast development to the advances of synthesis techniques. Magnetic particles of various shapes became available and the particle-polymer matrix coupling was introduced. New shapes of magnetic colloids are cubes, ellipsoids and many others. It became clear that the colloidal anisometry can be used as an effective control parameter to tune both self-assembly scenarios and thermodynamic, rheological and phase behaviour of dipolar soft matter. Besides making the particle shape anisometric, there is another possibility to change the colloidal structure, creating so-called Janus particles or patchy colloids. Alternatively to the modification of colloidal particle shape or structure, it is also promising to manipulate the carrier liquid by incorporating magnetic particles into hydrogels, thus creating magnetic gels, or permanently crosslinking the magnetic particles creating magnetic filaments. Changing the liquid matrix to a visco-elastic one, it is possible to introduce an additional control parameter, namely the tuneable magneto-elastic interaction. I will provide an overview of the theoretical studies of dipolar soft matter performed in my group, and will specially focus on magnetic Janus particles and magnetic filaments. In this way I will explain, how fine-tuning of particles can result in the possibility of controlling the magnetic response and the self-assembly scenario in these systems.