And did he search for you, and could not find you?

We discuss stochastic search mechanisms for sparse targets. These mechanisms may be normal diffusion in different dimensionalities as well as anomalous diffusion, namely, Levy walks and subdiffusion. We argue that under different boundary conditions either mechanism may be beneficial for the search. As a concrete example we investigate facilitated diffusion of regulating proteins in gene regulation. Moreover we discuss potential pitfalls in acquiring diffusion behaviour from time series analysis of single particle trajectories.