Wheat (Triticum sp.) is one of the world’s most important crops, and constantly increasing its productivity is crucial to the livelihoods of millions of people. However, more than a century of intensive breeding and selection processes have eroded genetic diversity in the elite genepool, making new genetic gains difficult. Therefore, the need to introduce novel genetic diversity into modern wheat has become increasingly important. This review provides an overview of the plant genetic resources (PGR) available for wheat. We describe the most important taxonomic and phylogenetic relationships of these PGR to guide their use in wheat breeding. In addition, we present the status of the use of some of these resources in wheat breeding programs. We propose several introgression schemes that allow the transfer of qualitative and quantitative alleles from PGR into elite germplasm. With this in mind, we propose the use of a stage-gate approach to align the pre-breeding with main breeding programs to meet the needs of breeders, farmers, and end-users. Overall, this review provides a clear starting point to guide the introgression of useful alleles over the next decade.