In recent years, there has been a growing interest in the self-assembly process for the fabrication of micro- and nano-scale structures for various device applications. The success of these applications requires the development of a versatile assembly process for producing large area ordered arrays. In this article, we review recent advances, particularly related to photonic material and device applications, based on self-assembly processes, with the focus on the processes for inorganic structure self assembly. We first discuss major forces guiding the particle self-assembly in the wet coating technology. Then we review device applications and recent advances based on three kinds of wet coating technologies, including dip coating, spin coating and convective coating. Finally, a conclusion will be given, with discussions given on future perspectives.