Max Planck used to say that the only things that exist are those that can be measured. In this chapter a general vision of the issues faced while performing measurements of nanomechanical resonators is presented. Different noise sources are analyzed: thermomechanical noise, electrical noise (Johnson, 1=f , shot noise), and amplifier noise; to later define the Allan variance and how it relates to frequency noise. This chapter will provide the reader with the necessary information and tools to understand the basics of measurements and to maybe motivate further reading beyond these pages.