Cell and tissue movement during development, immune response, and cancer invasion depends on chemical or mechanical guidance cues. In many systems, this guidance arises not from long-range, pre-patterned cues but from self-generated gradients locally shaped by cells. However, how heterogeneous cell mixtures coordinate their migration by self-generated gradients remains largely unexplored. In this talk, I will first summarize our recent discovery that immune cells steer their long-range migration using self-generated chemotactic cues (Alanko et al., 2023). I will then introduce a multi-component Keller-Segel model that describes migration and patterning strategies of heterogeneous cell populations (Ucar et al., 2025). Our model predicts that the relative chemotactic sensitivities of different cell populations determine the shape and speed of traveling density waves, while boundary conditions such as external cell and attractant reservoirs substantially influence the migration dynamics. We quantitatively corroborate these predictions with in vitro experiments on co-migrating immune cell mixtures. Interestingly, immune cell co-migration occurs near the optimal parameter regime predicted by theory for coupled and colocalized migration. Finally, I will discuss the role of mechanical interactions, revealing a non-trivial interplay between chemotactic and mechanical non-reciprocity in driving collective migration.