Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation dynamics, thus offering an efficient alternative to molecular dynamics. Monte Carlo simulations are, however, more versatile because carefully designed Monte Carlo algorithms can more efficiently sample the rugged free energy landscape characteristic of glassy systems. After a brief overview of Monte Carlo studies of glass-formers, we define and implement a series of Monte Carlo algorithms in a three-dimensional model of polydisperse hard spheres. We show that the standard local Metropolis algorithm is the slowest and that implementing collective moves or breaking detailed balance enhances the efficiency of the Monte Carlo sampling. We use time correlation functions to provide a microscopic interpretation of these observations. Seventy years after its invention, the Monte Carlo method remains the most efficient and versatile tool to compute low-temperature properties in supercooled liquids.