Multi-frequency, high resolution, full sky measurements of the anisotropy in both temperature and polarisation of the cosmic microwave background radiation are the goals of the satellite missions MAP (NASA) and Planck (ESA). The ultimate data products of these missions - multiple microwave sky maps, each of which will have to comprise more than 10^6 pixels in order to render the angular resolution of the instruments - will present serious challenges to those involved in the analysis and scientific exploitation of the results of both surveys. Some considerations of the relevant aspects of the mathematical structure of future CMB data sets are presented in this contribution. >>> for better on-screen rendition of the figures see <<< http://www.tac.dk/~healpix or http://www.mpa-garching.mpg.de/~cosmo/contributions.html