For the past five years, we have been investigating and advancing processing capabilities for deep x-ray lithography (DXRL) using synchrotron radiation from a bending magnet at the Advanced Photon Source (APS), with an emphasis on ultra-deep structures (1mm to 1cm thick). The use of higher-energy x-rays has presented many challenges in developing optimal lithographic techniques for high-aspect ratio structures: mask requirements, resist preparation, exposure, development, and post-processing. Many problems are more severe for high-energy exposure of thicker films than for sub-millimeter structures and affect resolution, processing time, adhesion, damage, and residue. A number of strategies have been created to overcome the challenges and limitations of ultra-deep x-ray lithography (UDXRL), that have resulted in the current choices for mask, substrate, and process flow at the APS. We describe our current process strategies for UDXRL, how they address the challenges presented, and their current limitations. We note especially the importance of the process parameters for use of the positive tone resist PMMA for UDXRL, and compare to the use of negative tone resists such as SU-8 regarding throughput, resolution, adhesion, damage, and post-processing.