This paper presents an overview of our study on approaching and achieving micron-scale or nano-scale integrated photonic devices and circuits. We examine the scientific and technological issues and challenges concerning the miniaturization and integration of photonic devices and circuits in micron or submicron scale. We will discuss the size effects, quantum effects, high-field effects, proximity effects, optical interference effect, nonlinear effects, and thermal effects in the process of miniaturization and integration of photonic devices and arrays. Models of our study include the devices and arrays of vertical cavity surface emitting microlasers, microdisk lasers, arrayed waveguides, micro-ring resonator devices and arrays and directional couplers, multi-mode interference devices, and spot-size converters. Issues and challenges for two-dimensional integration and three-dimensional integration are discussed based on realisitic examples. We will also discuss similar effects in micro/nano-scale electronics, so that they can provide the lessons from which the micro/nano-photonics can benefit in a complementary manner.