The physical mechanisms and basic experimental techniques for the creation of high average spectral power supercontinuum sources is briefly reviewed. We focus on the use of high-power ytterbium-doped fibre lasers as pump sources, and the use of highly nonlinear photonic crystal fibres as the nonlinear medium. The most common experimental arrangements are described, including both continuous wave fibre laser systems with over 100 W pump power, and picosecond mode-locked, master oscillator power fibre amplifier systems, with over 10 kW peak pump power. These systems can produce broadband supercontinua with over 50 and 1 mW/nm average spectral power, respectively. Techniques for numerical modelling of the supercontinuum sources are presented and used to illustrate some supercontinuum dynamics. Some recent experimental results are presented.