Laser cooling of atoms, first implemented in the early 1980s at the Institute of Spectroscopy of the Russian Academy of Sciences (ISAN), turned out to be an extremely powerful tool that provided revolutionary breakthroughs in such fields as quantum sensorics, physics of Fermi- and Bose-Einstein condensates, quantum informatics and many others. It was the laser cooling method that created the atomic fountains, the most accurate microwave clocks, and developed the field of optical frequency standards that have now surpassed the relative error of 10^-18. In this review, dedicated to the 55th anniversary of the founding of ISAN, we present some modern methods and experimental results aimed at the development of optical clocks on thulium atoms. In addition to the review part, we demonstrate a new experimental protocol for the preparation of thulium atoms using sideband cooling on spectrally narrow transition at 506.2 nm. Ensembles of atoms in the initial states for clock transition spectroscopy were prepared at the zero vibrational sublevel in the optical lattice.