Self-guided optical beams, or spatial optical solitons, are entities where light guides itself as well as other light beams without fabricated waveguide structures. In the simplest case, a beam which creates a spatial soliton can be viewed as a fundamental guided mode of an effective waveguide which is self-induced in a nonlinear medium. The recent discovery of saturating nonlinear materials has opened a broad spectrum of new possibilities for experimental observation of such entities. This talk will discuss recent experimental and analytical advances in the field of (1+1)D and (2+1)D spatial solitons. In particular, results will be presented on coherent and incoherent solitons in non-instantaneous saturating nonlinearities.