Shape Memory Alloys (SMA) offer new perspectives in various fields such as aeronautics, robotics, biomedicals, or civil engineering. Efficient design of such innovative systems requires both adequate material models and numerical methods for simulating the response of SMA structures. Whereas much effort has been devoted to developing constitutive laws for describing the behaviour of SMAs, the structural problem (i.e. the simulation of a three-dimensional SMA structure) has received far less attention, in spite of substantial difficulties notably due to the strong thermomechanical coupling and the presence of physical constraints on the internal variables. The time-discretization of the evolution problem obtained is not obvious, and special care must be taken to avoid convergence difficulties and ensure robustness of the numerical schemes. Computation time and ease of implementation (for instance in an existing finite element code) also are major issues that need to be addressed. In this communication are presented some recent results in that direction.