Label-free sensing is an important method for many (bio-)chemical applications in fields such as biotechnology, medicine, pharma, ecology and food quality control. The broad range of applications includes liquid refractive index sensing, molecule detection, and the detection of particles or cells. Integrated optics based on the use of waveguide modes offers a great potential and flexibility to tailor the sensor properties to these applications. In this paper, the results of a numerical study are presented, showing that this flexibility is founded on the many degrees of freedom that can be used for the integrated optical chip design, in contrast to other technologies such as those based on surface plasmon resonance, for which the materials' properties limit the range of choices. The applications that are explicitly considered and discussed include (1) bulk refractometry, (2) thin-layer sensing, for example biosensors monitoring molecular adsorption processes occurring within some 10 nm of the chip's surface, (3) thick-layer sensing with processes involving molecules or ions to be monitored within a sensing matrix extending to some 100 nm from the chip's surface, for example hydrogel-based layers and chemo-optically sensitive membranes, and (4) particle sensing with particles or, for example, biological cells to be monitored within probe volumes extending to some 1,000 nm from the chip's surface. The peculiarities for the different types of applications will be discussed, and suitable modeling methods presented. Finally, the application-specific design guidelines supplied will enable the optimization of various types of integrated optical sensors, including interferometers and grating-based sensors.