We review our recent progresses on frequency conversion in integrated devices, focusing primarily on experiments based on strip-loaded and quantum-well intermixed AlGaAs waveguides, and on CMOS-compatible high-index doped silica glass waveguides. The former includes both second-and third-order interactions, demonstrating wavelength 2 conversion by tunable difference-frequency generation over a bandwidth of more than 100 nm, as well as broadband self-phase modulation and tunable four-wave mixing. The latter includes four-wave mixing using low-power continuous-wave light in microring resonators as well as hyper-parametric oscillation in a high quality factor resonator, towards the realization of an integrated multiple wavelength source with important applications for telecommunications, spectroscopy, and metrology.