This thesis describes the measurements of collective effects in strongly coupled ultra-cold neutral plasmas (UNPs). It shows the implementation of experimental techniques that perturb either the density or velocity distribution of the plasma and it describes the subsequent excitation, observation and analysis of the aforementioned collective phenomena. UNPs are interesting in that they display physics of strongly coupled systems. For most plasma systems, collective effects are well described with classical hydrodynamic or kinetic descriptions. However, for strongly coupled systems, the Coulomb interaction energy between nearest neighbors exceeds the kinetic energy, and these descriptions must be modified as the plasma crosses over from a gas-like to liquid-like behavior. Strongly coupling can be found in exotic plasma systems found astrophysics, dusty plasmas, non-neutral trapped ion plasmas, intense-laser/matter interactions and inertial confinement fusion experiments. Compared to other strongly coupled plasmas, UNPs are ideal for studying collective effects in this regime since they have lower timescales, precisely controllable initial conditions and non-invasive diagnostics. Previous studies of UNPs concentrated on plasma expansion dynamics and some collective effects such as disorder induced heating, but little work had been done in relaxation or collision rates and collective modes in UNPs. This thesis presents a method for measuring collision rates by perturbing the velocity distribution of the plasma, observing plasma relaxation and measuring the relaxation rate. It also presents a new technique for observing collective modes in the plasma by perturbing the initial density of the plasma and how this results in the excitation of ion acoustic waves and a measurement of its dispersion relation. Finally, this thesis presents how this last technique can be used to create a gap in the center of the plasma and how this leads to hole propagation and plasma streaming and presents a characterization of both phenomena. The result of these experiments will be valuable for predicting the behavior of collective effects in other strongly coupled plasmas and for comparison with theories that describe them.