It is generally accepted that augmented feedback, provided by a human expert or a technical display, effectively enhances motor learning. However, discussion of the way to most effectively provide augmented feedback has been controversial. Related studies have focused primarily on simple or artificial tasks enhanced by visual feedback. Recently, technical advances have made it possible also to investigate more complex, realistic motor tasks and to implement not only visual, but also auditory, haptic, or multimodal augmented feedback. The aim of this review is to address the potential of augmented unimodal and multimodal feedback in the framework of motor learning theories. The review addresses the reasons for the different impacts of feedback strategies within or between the visual, auditory, and haptic modalities and the challenges that need to be overcome to provide appropriate feedback in these modalities, either in isolation or in combination. Accordingly, the design criteria for successful visual, auditory, haptic, and multimodal feedback are elaborated.