Ever tightening environmental pressure together with the continued need for coatings able to meet challenging service environments have stimulated advances in coating technology. In the case of electrochemical techniques, the classical techniques of electrodeposition and anodising are being upgraded to meet the need for modern surface engineering coatings (including nanostructured films) on metals. A major challenge is to retain conventional processing, including aqueous solutions, simple power supplies and existing electrolyte tanks while using cost effective, 'green' electrolytes. One successful direction has been the emergence of electrolytes based on methanesulfonic acid, MSA which has good electrolytic conductivity and is capable of dissolving many metals as well as acting as a useful medium for dispersion of solids prior to electrophoretic coating. A range of application methods result, including electroplating, anodising and electrophoretic deposition from a stable, aqueous sol. A diverse range of coating materials is emerging, including metals, alloys, porous metal oxide films, conductive polymers and many composites. This review illustrates the usefulness and applications of MSA electrolytes using recent examples from the authors' laboratories and others. Developing coatings, including alternating multilayers of Sn and Cu, nanostructured metals, hierarchical pores, nanotubular metal oxides and graphene composites are briefly considered. This is a review with 94 references.