This dissertation has three parts which are distinctive from the perspective of their frequency regime of operation and from the nature of their contributions to the science and engineering communities. The first part describes work that was conducted on a vertical-external-cavity surface emitting-laser (VECSEL) in the optical frequency regime. We designed, fabricated, and tested a hybrid distributed Bragg reflector (DBR) mirror for a VECSEL sub-cavity operating at the laser emission wavelength of 1057 nm. The DBR mirror was terminated with a highly reflecting gold surface and integrated with an engineered pattern of titanium. This hybrid mirror achieved a reduction in half of the number of DBR layer pairs in comparison to a previously reported, successful VECSEL chip. Moreover, the output power of our VECSEL chip was measured to be beyond 4.0Wwith an optical-to-optical efficiency of 19.4%. Excellent power output stability was demonstrated; a steady 1.0 W output at 15.0 W pump power was measured for over an hour. The second part reports on an ultrafast in situ pump-probing of the nonequlibrium dynamics of the gain medium of a VECSEL under mode-locked conditions. We proposed and successfully tested a novel approach to measure the response of the inverted carriers in the active region of a VECSEL device while it was operating under passively mode-locked conditions. We employed the dual-frequency-comb spectroscopy (DFCS) technique using an asynchronous optical sampling (ASOPS) method based on modified time-domain spectroscopy (TDS) to measure the nonequilibrium dynamics of the gain medium of a phase-locked VECSEL that we designed and fabricated to operate at the1030 nm emission wavelength. Our spectroscopic studies used a probe pulse of 100 fs and an in situ pump pulse of 13 ps. We probed the gain medium of the VECSEL and recorded a depletion time of 13 ps, a fast recovery period of 17 ps, and 110 ps for the slow recovery time. Our scans thus demonstrated a 140 ps full depletion-recovery cycle in the nonequilibrium state. The third part discusses work in the microwave and millimeter wave frequency regimes. A new method to fabricate Luneburg lenses was proposed and demonstrated. This type of lens is well known; it is versatile and has been used for many applications, including high power radars, satellite communications, and remote sensing systems. Because the fabrication of such a lens requires intricate and time consuming processes, we demonstrated the design, fabrication and testing of a Luneburg lens prototype using a 3-D printing rapid prototyping technique both at the X and Ka-V frequency bands. The measured results were in very good agreement with their simulated values. The fabricated X-band lens had a 12 cm diameter and produced a beam having a maximum gain of 20 dB and a beam directivity (half-power beam width (HPBW)) ranging from 12° to 19°). The corresponding Ka-V band lens had a 7 cm diameter; it produced a beam with a HPBW about the same as the X-band lens, but with a maximum gain of more than 20 dB.