Fibre Bragg gratings (FBGs) are key components for a vast number of applications in optical communication systems, microwave photonics systems, and optical sensors, etc. The main topic of this thesis is fibre Bragg grating fabrication and applications in direct microwave optical filtering, high speed switching and switchable dual-wavelength fibre lasers. First, a brief overview is given about the photosensitivity in optical fibre, basic FBG fabrication techniques, the popular coupled-mode theory for describing fundamental characteristics of FBGs and the Transfer Matrix method for the numerical simulations of complex-structured FBGs. An advanced FBG fabrication system based on the technique of multiple printing in fibre (with a continuous-wave source) has been used to write complex FBGs incorporating phase shifts, apodization and chirp.      A single double-peaked superimposed grating working in reflection can be employed as a direct optical filter for millimetre-wave signals. Bit error rate measurements confirmed that the filter exhibited nearly on-off behaviour in the passband with a 3-dB bandwidth of 2 GHz for a central frequency of 20 GHz, as expected from the optical spectrum reflection. The presented technique can be used in radio-over-fibre systems or simultaneous up-conversion of ultra-wide band signals and filtering. This thesis focused mostly on the research of two 4-cm long Hamming-apodized gratings written in side-hole fibres with internal electrodes. The temperature dependence measurements showed that the birefringence of the component increased with the temperature. Dynamic measurement has shown nanosecond full off-on and on-off switching. During the electrical pulse action, the grating wavelength was blue-shifted for the x-polarization and red-shifted for the y-polarization due to the mechanical stress. Both peaks subsequently experienced a red-shift due to the relaxation of mechanical stress and the increasing core temperature transferred from the metal in many microseconds. All the wavelength shifts of the two polarizations depend quadratically on the electrical pulse voltage and linearly on the pulse duration. Numerical simulations gave accurate description of the experimental results and were useful to understand the physics behind the birefringence switching. Finally, two switchable dual-wavelength erbium-doped fibre lasers based on FBG feedback were proposed. In one method, an overlapping cavity for the two lasing wavelengths and hybrid gain medium in the fibre laser were introduced. Dual-wavelength switching was achieved by controlling the Raman pump power. The other method employed an injection technique and the dual-wavelength switching was controlled by the power of the injection laser. The switching time was measured to be ~50 ms. Detailed characteristics of the dual-wavelength switching in the two fibre lasers were experimentally studied and corresponding principles were physically explained. / QC 20100922