We present a few significant advances in methods and concepts of magnetic measurements, aimed both at providing novel routes in the characterization of hard and soft magnetic materials and at improving our basic knowledge of the magnetization process. We discuss, in particular, investigation methods and experimental arrangements that have been developed in recent times for: 1) Hysteresis loop determination in extra-hard magnets by means of Pulsed Field Magnetometry; 2) Broadband observation of domain wall dynamics by highspeed stroboscopical Kerr techniques; 3) Entropy measurements in magnetocaloric materials by calorimetry in magnetic field. While pertaining to somewhat independent fields of investigation, all these measuring techniques have in common a solid approach to the underlying physical phenomenology and have a potential for further developments.