Current research and development of antigens for vaccination often center on purified recombinant proteins, viral subunits, synthetic oligopeptides or oligosaccharides, most of them suffering from being poorly immunogenic and subject to degradation. Hence, they call for efficient delivery systems and potent immunostimulants, jointly denoted as adjuvants. Particulate delivery systems like emulsions, liposomes, nanoparticles and microspheres may provide protection from degradation and facilitate the co-formulation of both the antigen and the immunostimulant. Synthetic double-stranded (ds) RNA, such as polyriboinosinic acid-polyribocytidylic acid, poly(I:C), is a mimic of viral dsRNA and, as such, a promising immunostimulant candidate for vaccines directed against intracellular pathogens. Poly(I:C) signaling is primarily dependent on Toll-like receptor 3 (TLR3), and on melanoma differentiation-associated gene-5 (MDA-5), and strongly drives cell-mediated immunity and a potent type I interferon response. However, stability and toxicity issues so far prevented the clinical application of dsRNAs as they undergo rapid enzymatic degradation and bear the potential to trigger undue immune stimulation as well as autoimmune disorders. This review addresses these concerns and suggests strategies to improve the safety and efficacy of immunostimulatory dsRNA formulations. The focus is on technological means required to lower the necessary dosage of poly(I:C), to target surface-modified microspheres passively or actively to antigen-presenting cells (APCs), to control their interaction with non-professional phagocytes and to modulate the resulting cytokine secretion profile.