The availability of engineering strength data on shape memory alloys (SMAs) under cyclic thermal activation (thermomechanical fatigue) is central to the rational design of smart actuators based on these materials. Test results on SMAs under thermomechanical fatigue are scarce in the technical literature, and even the few data that are available are mainly limited to constant-stress loading. Since the SMA elements used within actuators are normally biased by elastic springs or by antagonist SMA elements, their stress states are far from being constant in operation. The mismatch between actual working conditions and laboratory settings leads to suboptimal designs and undermines the prediction of the actuator lifetime. This paper aims at bridging the gap between experiment and reality by completing an experimental campaign involving four fatigue test conditions, which cover most of the typical situations occurring in practice: constant stress, constant-strain, constant stress with limited maximum strain, and linear stress-strain variation with limited maximum strain. The results from the first three test settings, recovered from the previously published works, are critically reviewed and compared with the outcome of the newly performed tests under the fourth arrangement (linear stress-strain variation). General design recommendations emerging from the experimental data are put forward for engineering use.