This document discusses visualizing and exploring large astronomical datasets, such as the upcoming Gaia catalog containing over 1 billion stars. It introduces Vaex, a Python library for interactively visualizing and exploring such large datasets. Vaex uses memory mapping to efficiently load large datasets into memory without copying, histograms to visualize distributions, and selections/queries to explore subsets of data. It provides fast interactive exploration of datasets containing billions of objects on a single computer. Examples of using Vaex to visualize simulations of the Milky Way halo are presented.