We review the stochastic Gross-Pitaevskii approach for non-equilibrium finite temperature Bose gases, focussing on the formulation of Stoof; this method provides a unified description of condensed and thermal atoms, and can thus describe the physics of the critical fluctuation regime. We discuss simplifications of the full theory, which facilitate straightforward numerical implementation, and how the results of such stochastic simulations can be interpreted, including the procedure for extracting phase-coherent (`condensate) and density-coherent (`quasi-condensate) fractions. The power of this methodology is demonstrated by successful ab initio modelling of several recent atom chip experiments, with the important information contained in each individual realisation highlighted by analysing dark soliton decay within a phase-fluctuating condensate.
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