Recent significant progress in development and construction of reflective X-ray optical elements (grazing incidence, multilayer and crystals) has been extremely fruitful. Current R&D activities for desired further developments and novel applications are hot. Higher collection efficiency of photons from laboratory X-ray sources, higher beam intensity, smaller focal spot, higher resolution and lower cost of X-ray optics still remain challenging. Higher level of technology and novel designs are the key issues. We discuss some possible new approaches and critical features of already known systems important for their optimization. Examples of computer ray tracing are shown for capillaries, ellipsoidal mirror and thin dense 2D Lobster-eye systems.