Up to now our knowledge of the dynamics of our Galaxy has been limited  to a large extent to studies of the Solar Neighborhood and along a few selected directions in the sky, which overall, represent a minuscule fraction  of the stellar content and extent of the Galaxy. This has lead to the use of idealized dynamical models fitted to the few observations we have,  and their extrapolation to fill in the Galaxy's "terra incognita". However, the advent of large scale surveys of the stellar content of the Galaxy, promises to revolutionize our knowledge of our Galaxy. The Gaia spatial astrometric mission, to be launched at the end of this year, in particular, promises a vast trove of information never before attained because of its coverage, extent, homogeneity and precision: full astrometric  information for about a thousand  million stars down to magnitude (G) 20, and even some spectral information for the brightest subset (down to magnitude 17). 
Such enormous database opens up new and exciting possibilities in the study  of the structure of our Galaxy in general, and in that of the dynamics of our Galaxy in particular. The detailed phase space information for a significant fraction  of stars in the Galaxy creates new possibilities for the modeling of the Milky Way. 
The basic dynamical unit of collisionless systems like our Galaxy are not  particles in phase space, but orbits. Methods to build these systems, like the original  Schwarzschild method, or more recently "made to measure" methods, make evident this important role for orbits.Fourier methods allow us to classify orbits in vast numbers and differentiate regular from irregular motion. Torus construction methods allow a complete characterization of systems shaped by regular orbits in 3-D action space, rather than the full 6-D phase space, retaining the essence of the dynamics of the system.  Advances in computational power and in the sophistication of numerical codes allow us to follow vast number of particles in model potentials (test particle  simulations) and self-consistently (N-body simulations). In the case of Gaia, there are several codes that are being developed that permit the construction of very realistic mock catalogues. These  tools allow us to explore "what if" situations and to confront observations with theory taking into account the unavoidable bias and random observation errors. 

Most of these methods, techniques and tools, do not form part (yet) of a standard graduate course in Galactic Dynamics, as they are still being developed. However, they are very likely to have a growing relevance in the dynamical studies of our Galaxy in the Gaia era.