Phosphatidylinositol 4-kinases (PI4Ks) regulate vesicle-mediated export from the Golgi apparatus via phosphatidylinositol 4-phosphate (PtdIns4 P) binding effector proteins that control vesicle budding reactions and regulate membrane dynamics. Evidence has emerged from the characterization of Golgi PI4K effectors that vesicle budding and lipid dynamics are tightly coupled via a regulatory network that ensures that the appropriate membrane composition is established before a transport vesicle buds from the Golgi. An important hub of this network is protein kinase D, which regulates the activity of PI4K and several PtdIns4 P effectors that control sphingolipid and sterol content of Golgi membranes. Other newly identified PtdIns4 P effectors include Vps74/GOLPH3, a phospholipid flippase called Drs2 and Sec2, a Rab guanine nucleotide exchange factor (GEF). These effectors orchestrate membrane transformation events facilitating vesicle formation and targeting. In this review, we discuss how PtdIns4 P signaling is integrated with membrane biosynthetic and vesicle budding machineries to potentially coordinate these crucial functions of the Golgi apparatus.