The Fe-based superconductors (FBS) are an important new class of superconducting materials. As with any new superconductor with a high transition temperature and upper critical field, there is a need to establish what their applications potential might be. Applications require high critical current densities, so the usefulness of any new superconductor is determined both by the capability to develop strong vortex pinning and by the absence or ability to overcome any strong current-limiting mechanisms of which grain boundaries in the cuprates are a cautionary example. In this review we first consider the positive role that grain boundary properties play in the metallic, low temperature superconductors and then review the theoretical background and current experimental data relating to the properties of grain boundaries in FBS polycrystals, bi-crystal thin films, and wires. Based on this evidence, we conclude that grain boundaries in FBS are weak linked in a qualitatively similar way to grain boundaries in the cuprate superconductors, but also that the effects are a little less marked. Initial experiments with the textured substrates used for cuprate coated conductors show similar benefit for the critical current density of FBS thin films too. We also note that the particular richness of the pairing symmetry and the multiband parent state in FBS may provide opportunities for grain boundary modification as a better understanding of their pairing state and grain boundary properties are developed.