In this review we consider first order gravity in four dimensions. In particular, we focus our attention in formulations where the fundamental variables are a tetrad $e_a^I$ and a SO(3,1) connection ${omega_{aI}}^J$. We study the most general action principle compatible with diffeomorphism invariance. This implies, in particular, considering besides the standard Einstein-Hilbert-Palatini term, other terms that either do not change the equations of motion, or are topological in nature. Having a well defined action principle sometimes involves the need for additional boundary terms, whose detailed form may depend on the particular boundary conditions at hand. In this work, we consider spacetimes that include a boundary at infinity, satisfying asymptotically flat boundary conditions and/or an internal boundary satisfying isolated horizons boundary conditions. We focus on the covariant Hamiltonian formalism where the phase space $Gamma$ is given by solutions to the equations of motion. For each of the possible terms contributing to the action we consider the well posedness of the action, its finiteness, the contribution to the symplectic structure, and the Hamiltonian and Noether charges. For the chosen boundary conditions, standard boundary terms warrant a well posed theory. Furthermore, the boundary and topological terms do not contribute to the symplectic structure, nor the Hamiltonian conserved charges. The Noether conserved charges, on the other hand, do depend on such additional terms. The aim of this manuscript is to present a comprehensive and self-contained treatment of the subject, so the style is somewhat pedagogical. Furthermore, along the way we point out and clarify some issues that have not been clearly understood in the literature.