Ab initio approaches provide in principle perfect tools to the design of new materials, but face serious challenges: Free energies which are the key quantity to compute thermodynamic phase diagrams, deformation paths or defect formation energies require formalisms that accurately capture all relevant entropic contributions. Since calculating these contributions is computationally very expensive sampling strategies had to be developed that minimize the number of sampling points. The talk gives an overview over the developed approaches and their performance. Finally, examples will be given showing how these approaches helped discovering a new class of light weight materials with improved mechanical properties.