Al,Ga)N light emitting diodes (LEDs), emitting over a large spectral range from 360 nm (GaN) down to 210 nm (AlN), have been successfully fabricated over the last decade. Clear advantages compared to the traditional mercury lamp technology (e.g. compactness, low-power operation, lifetime) have been demonstrated. However, LED efficiencies still need to be improved. The main problems are related to the structural quality and the p-type doping efficiency of (Al,Ga)N. Among the current approaches, GaN nanostructures, which confine carriers along both the growth direction and the growth plane, are seen as a solution for improving the radiative recombination efficiency by strongly reducing the impact of surrounding defects. Our approach, based on a 2D -3D growth mode transition in molecular beam epitaxy, can lead to the spontaneous formation of GaN nanostructures on (Al,Ga)N over a broad range of Al compositions. Furthermore, the versatility of the process makes it possible to fabricate nanostructures on both (0001) oriented "polar" and (11 2 2) oriented "semipolar" materials. We show that the change in the crystal orientation has a strong impact on the morphological and optical properties of the nanostructures. The influence of growth conditions are also investigated by combining microscopy (SEM, TEM) and photoluminescence techniques. Finally, their potential as UV emitters will be discussed and the performances of GaN / (Al,Ga)N nanostructure-based LED demonstrators are presented.