Graphene materials have been widely applied in various fields because of their remarkable mechanical and electrical properties. However, two obstacles arise during the assembly of graphene platelets into macroscale graphene materials and composites that impair the performance of the resultant graphene materials: 1) the voids between the graphene platelets, and 2) the wrinkling of the graphene platelets. In the past decade, several strategies have been developed to eliminate these obstacles. These strategies result in strong macroscale graphene materials, such as graphene fibers with tensile strengths of over 3.4 GPa and sheets with tensile strengths of over 1.5 GPa, which have many practical applications. This Minireview summarizes the effective strategies for assembling graphene materials and compares their advantages and drawbacks. The preparation processes as well as the resulting fundamental mechanical properties and wide spectrum of electrical and magnetic properties are also discussed. Finally, our outlook for the future of this field is presented.