Particle and energy transport in tokamaks and other toroidal confinement devices is dominated by turbulence generated by flows and gradients. In order to understand and control of this transport, diagnostic instrumentation was developed to study the structure and magnitude of microturbulent processes and to identify the origins of plasma loss. This review will cover the primary instruments that have been developed to measure fluctuating quantities associated with transport: density, δn, temperature, δT, potential, δφ, and magnetic field, δB, and their correlations. The methods discussed are Langmuir probes, heavy ion beam probes, collective and phase scintillation scattering, beam emission and ordinary spectroscopy, reflectometry and enhanced scattering, electron cyclotron emission, and several magnetic methods. The emphasis here will be on techniques applicable to microturbulence whose scale length is greater than the ion cyclotron radius and much less than the minor radius. Limitations and strengths of each method will be described and compared. Techniques will be discussed for estimating fluctuation intensities and wave number spectra or, equivalently, multipoint correlations in radial, poloidal, and toroidal directions. Large scale or magnetohydrodynamic-like plasma oscillations are typically studied with tomographic techniques or external probes and are reviewed elsewhere.