RNA interference (RNAi) is a powerful technology for studying the functional significance of genes. The technique is more accessible than gene knockout methods, and is directly applicable to diverse human cells. However, inadequate reductions in target mRNAs can reduce the utility of RNAi and insufficiently rigorous controls can lead to spurious conclusions. Optimally combining pol III promoters to drive short hairpin RNA expression with the gene transfer capabilities of lentiviral vectors has led to ways to perform especially effective and convincing RNAi, which we review here. We detail practical methods, including one-step vector construction. Deep, stable knockdowns to trace mRNA levels are readily achieved in T cell lines, which can then be subjected to comprehensive HIV challenge studies. Rescue of preknockdown phenotype by RNAi-resistant gene re-expression is a critical validating step. The methods can also be applied to primary T cells and macrophages. The time from thinking of a target to initial data read-out can be a few weeks.