Cells make decisions all the time about what to eat, where to go, and what to become. At the heart of this cellular decision making is regulation of gene expression, the process by which cells selectively turn their genes on and off. Recent experiments have begun to probe gene expression at the single molecule level in single cells, revealing the biophysical mechanisms of regulation in quantitative detail. In this talk I will review recent experimental advances along these lines and the theoretical models that are being put forth to greet them. In particular, I will describe how single-cell measurements of noise in gene expression can be used to test molecular mechanisms of gene regulation. I will also comment on how noisy gene expression might confer an evolutionary advantage to bacterial cells when faced with a fluctuating environment.