Wave propagation problems are notoriously difficult to solve. Time-harmonic problems are especially challenging in mid and high frequency regimes. The main reason is the oscillatory nature of solutions, meaning that the number of degrees of freedom after discretisation increases drastically with the wave number, giving rise to large complex-valued problems to solve. Additional difficulties occur when the problem is defined in a highly heterogeneous medium, as is often the case in realistic physical applications. For time-discretised problems of Maxwell type, the main challenge remains the significant kernel in curl-conforming spaces, an issue that impacts on the design of robust preconditioners. This has already been addressed theoretically for a homogeneous medium but not yet in the presence of heterogeneities. In this review we provide a big-picture view of the main difficulties encountered when solving wave propagation problems, from the first step of their discretisation through to their parallel solution using two-level methods, by showing their limitations on a few realistic examples. We also propose a new preconditioner inspired by the idea of subspace decomposition, but based on spectral coarse spaces, for curl-conforming discretisations of Maxwell's equations in heterogeneous media.