When an intense femtosecond laser pulse propagates in a gas, it undergoes filamentation, a spectacular process where the pulse spatial, spectral and temporal characteristics change considerably. A thin short-lived plasma column is formed in the wake of the propagating pulse. My PhD work has been dedicated to the further understanding of the filamentation process. In a first part, I compare the properties of a usual filament with those of a filament formed by a femtosecond laser pulse with a Bessel beam profile. Using a laser pulse of same intensity and duration, I show that a Bessel beam can form a longer and more uniform plasma column in air, but that the plasma density is significantly lower. In a second part, I show that it is possible to increase considerably the lifetime of the plasma column, using a dual femtosecond/nanosecond laser pulse technique. To obtain an increased lifetime over a significant segment of a plasma column, I rely on the properties of Bessel beams in the nonlinear regime developed in the first chapter. In a third part, I study the dynamics of free electrons that are produced in the filamentation process. To do this, I have developed a specially designed current probe. Experiments reveal a very rich behaviour. The longitudinal displacements of electrons in the plasma column depend sensitively on the nature of the gas and its pressure as well as on the laser polarization of the laser. I propose a model to explain this behaviour. The direction of electron flow results from the competition between pure laser forces and a Coulomb wake field force. In the last chapter, I study filamentation in a Helium gas. This required improving the laser characteristics in order to reach the necessary power for filamentation. Improved characteristics have been achieved by implementing a planar compression stage which shortened the laser pulse from 50 fs to 10 fs without appreciable energy loss. The first experimental evidence for filamentation in He is presented at the end of the thesis. Agreement is found with a numerical simulation.