In this thesis, Hausdorff, packing and capacity dimensions are studied by evaluating sets in the Euclidean space R^. Also the lower entropy dimension is calculated for some Cantor sets. By incorporating technics of Munroe and of Saint Raymond and Tricot, outer measures are created. A Vitali covering theorem for packings is proved. Methods (by Taylor and Tricot, Kahane and Salem, and Schweiger) for determining the Hausdorff and capacity dimensions of sets using probability measures are discussed and extended. The packing pre-measure and measure are shown to be scaled after an affine transformation. A Cantor set constructed by L.D. Pitt is shown to be dimensionless using methods developed in this thesis. A Cantor set is constructed for which all four dimensions are different. Graph directed constructions (compositions of similitudes follow a path in a directed graph) used by Mauldin and Willjams are presented. Mauldin and Williams calculate the Hausdorff dimension, or, of the object of a graph directed construction and show that if the graph is strongly connected, then the a—Hausdorff measure is positive and finite. Similar results will be shown for the packing dimension and the packing measure. When the graph is strongly connected, there is a constant so that the constant times the Hausdorff measure is greater than or equal to the packing measure when a subset of the realization is evaluated. Self—affine Sierpinski carpets, which have been analyzed by McMullen with respect to their Hausdorff dimension and capacity dimension, are analyzed with respect to their packing dimension. Conditions under which the Hausdorff measure of the construction object is positive and finite are given.