For the past decade, the epoxy based photoresist SU-8 has been used commercially and in the lab for fabricating micro- and nano-structures. Investigators have studied how processing parameters such as pre- and post-exposure bake temperatures affect the resolution and quality of SU-8 structures patterned using ultraviolet or x-ray lithography. Despite the advances in understanding the phenomena, not all of them have been explored, especially those that are specific to multi-photon direct laser writing (mpDLW). Unlike conventional exposure techniques, mpDLW is an inherently three-dimensional (3D) process that is activated by nonlinear absorption of light. This dissertation reports how several key processing parameters affect mpDLW using SU-8 including pre-exposure bake duration, focal depth, incident laser power, focal-point scan speed, and excitation wavelength. An examination of solvent content of films at various stages in the mpDLW by 1H-NMR shows that even moderate solvent content (over 1 wt-%) affects film viscosity and photoacid diffusion lengths, and can greatly affect the overall fidelity of small features. A study of micro-fabricated feature size versus writing depth in the material shows that even slight refractive index mismatch between SU-8 and the medium between it and the focusing objective introduces spherical aberration that distorts the focus, causing feature size to decrease or even increase in size with writing depth, depending on the average exposure power used. Proper adjustment of the average exposure power was demonstrated as a means to fabricate more uniform features with writing depth. Third, when varying the power and scan speed, it was observed that the feature-size scales with these two parameters in a manner that is consistent with a three-photon absorption mechanism at an excitation wavelength of 800 nm. When an iii excitation wavelength of 725 nm is used, the feature-size scaling becomes consistent with that of two photon absorption. This shows that the photoinitiators in the SU-8 can be activated by either two- or three-photon absorption over this wavelength range. Using an irradiance of ~2 TW cm-2 and elongated femtosecond pulses resulted in an observed fourth order power dependence. This observation is in agreement with the literature and suggests that the effective absorptive nonlinearity is also sensitive to pulse duration. These findings will be useful for creating accurate models of the process of mpDLW in SU-8. These models could be used to optimize the processing parameters and develop new processing methods and materials for high-resolution fabrication of robust 3D microstructures. Some of the findings were used to develop a method for fabricating functional microlenses on the tip of optical fibers. This approach opens a new route to functional integrated photonic devices.