Multiple antennas have played an essential role in spatial multiplexing and diversity transmission for a wide range of communication applications. Most advances in the design of high-speed wireless multiple-input-multiple-output (MIMO) systems have been based on information-theoretic principles that demonstrate how to efficiently transmit signals conforming to Gaussian distribution. However, although the Gaussian signal is capacity-achieving, practical systems transmit signals belonging to finite and discrete constellations. Therefore, capacity-achieving transceiver processing based on a Gaussian input signal can be quite suboptimal for practical MIMO systems with discrete constellation input signals. To address this shortcoming, this paper aims to provide a comprehensive overview of MIMO transmission design with finite input signals. It first summarizes existing fundamental results for MIMO systems with finite input signals. Next, focusing on basic point-to-point MIMO systems, it examines transmission schemes based on the three most important criteria for communication systems: mutual-information-driven designs, mean-square-error-driven designs, and diversity-driven designs. In particular, a unified framework is developed for the design of low-complexity transmission schemes applicable to massive MIMO systems in forthcoming 5G wireless networks for the first time. Furthermore, adaptive transmission designs are proposed that switch among these criteria based on channel conditions to formulate the best transmission strategy. A survey is then given of transmission designs with finite input signals for multiuser MIMO scenarios, including MIMO uplink transmission, MIMO downlink transmission, MIMO interference channel, and MIMO wiretap channel. Additionally, transmission designs with finite input signals are discussed for other multi-antenna systems. Finally, a number of technical challenges that remain unresolved at the time of writing are highlighted, and future trends in transmission design with finite input signals are discussed.