N=1* SYM theories are conjectured to inherit the electromagnetic duality of N=4 Supersymmetric Yang-Mills. This duality is non-trivially realized on the structure of massive vacua of the N=1* theory, owing to the modular properties of the theory. These symmetry properties are sometimes alone enough to establish the exact superpotential of the theory. We review the connection of N=1* with integrable systems, where in certain limits the exact solution is known. For the gauge group SU(N), we review the approach of compactified theory on R^3 x S^1 where the exacts results can be obtained more explicitly. Investigation of the case of non-simply-laced gauge groups, with more diverse vacuum structure, is work in progress.