In order to make a significant step towards more realistic virtual experiences, we created a multi-sensory stimuli display for a CAVE-like environment. It comprises graphics, sound, tactile feedback, wind and warmth. In the present report we discuss the possibilities and constraints tied to such an enhancement. To use a multi-modal display in a proper way, many considerations have to be taken into account. This includes safety requirements, hardware devices and software integration. For each stimulus different possibilities are reviewed with regard to their assets and drawbacks. Eventually the resulting setup realized in our lab is described – to our knowledge one of the most comprehensive systems. Technical evaluations as well as user studies accompanied the development and gave hints with respect to necessities and chances.