Materials specially designed for photonics have been at the vanguard of chemistry, physics and materials science, driven by the development of new technologies. One particular class of materials investigated in this context are glasses, that in principle should exhibit high third order optical nonlinearities and fast response time, whose optical properties can be tailored by compositional changes, such as, for instance, the incorporation of metallic nanoparticles to explore plasmon resonances. Simultaneously to the development of novel materials, and motivated by the need of device miniaturization, direct laser writing by femtosecond pulses has been used to advanced processing of glasses. Such method allows fabricating high resolution three-dimensional optical devices, as well as to produce spatially localized metal nanoparticles. This review paper initially presents results on the nonlinear optical characterization of special glasses, in addition to progresses on the use of femtosecond laser micromachining for producing waveguides and spatially confined metal nanoparticles.