Due to the advent of antiferromagnetic (AF) spintronics there is a burgeoning interest in AF materials for a wide range of potential and actual applications. Generally, AFs are characterized via the ordering at the Néel temperature (TN) but, to have a stable AF configuration, it is necessary that the material have a sufficient level of anisotropy so as to maintain the orientation of the given magnetic state fixed in one direction. Unlike the case for ferromagnets there is little established data on the anisotropy of AFs and in particular its origins, other than it being magneto-crystalline, and those factors which control it. In this perspective article these factors are reviewed in the light of recent and established experimental data. The anisotropy can be found indirectly via the exchange bias phenomenon. This technique is reviewed and in particular the implications for the nature of the anisotropy that is measured and its distribution. Finally, a strategy is proposed that would allow for the development of AF materials with controlled anisotropy for future applications.