The mixing of polymers and nanoparticles makes it possible to give advantageous macroscopic material performance by tailoring the microstructure of composites. In this thesis, five combinations of nano inclusion and polymer matrix have been investigated. The first type of composites is titanium dioxide/ polyaniline combination. The effects of 4 different doping-acids on the microstructure, morphology, thermal stability and thermoelectric properties were discussed, showing that the sample with HCl and sulfosalicylic dual acids gave a better thermoelectric property. The second combination is titanium dioxide/polystyrene composite. Avrami equation was used to investigate the crystallization process. The best fit of the mass derivative dependence on temperature has been obtained using the double Gaussian dependence. The third combination is titanium dioxide/polyaniline/ polystyrene. In the titanium dioxide/polyaniline/ polystyrene ternary system, polystyrene provides the mechanical strength supporting the whole structure; TiO2 nanoparticles are the thermoelectric component; Polyaniline (PANI) gives the additional boost to the electrical conductivity. We also did some investigations on Polyethylene odide-TiO2 composite. The cubic anatase TiO2 with an average size of 13nm was mixed with Polyethylene-oxide using Nano Debee equipment from BEE international; Single wall carbon nanotubes were introduced into the vinyl acetate-ethylene copolymer (VAE) to form a connecting network, using high pressure homogenizer (HPH). The processing time has been reduced to 1/60 of sonication for HPH to give better sample quality. Theoretical percolation was derived according to the excluded volume theory in the expression of the threshold as a function of aspect ratio.