Nano-optical devices are raising more and more interest for a variety of applications. From single molecule detection at high molecular concentration by Fluorescence Correlation Spectroscopy (FCS) through optical multiplexing with photonic crystal structures into the exciting field of negative index of refraction materials, the hardware functional dimensions and surely the tolerances are reaching the lower tens of nanometer range. The fabrication of such devices, i.e. the machining of optically interesting materials and material combinations (dielectric, semiconducting, or metallic) at this scale needs adaptation of classical nanostructuring technologies like Electron Beam Lithography (EBL), or the application of serial direct machining technologies like Focused Charged Particle Beam Etching or Deposition with electrons or Ga ions. For low excitation volume FCS measurements, EBL is used for production of high quality nanoscale sub-wavelength apertures in optically opaque (150 nm thick) metal films. The process consists in high aspect ratio patterning of a thick negative e-beam resist film followed by metal lift off. The optically transparent substrate allows the production of any 2D aperture geometry. Difficulties of the production process and their limits are presented. Direct serial machining with charged particle beams shows excellent flexibility and is an interesting 3D alternative method. Deposition by decomposing volatile chemicals under an ion/electron probe, which can be as small as 7nm/1nm, this technique allows for rapid, local prototyping of 2D and 3D nano-structures with highest lateral and axial resolution. The deposited material can be tuned to homogeneous, nanocomposite or crystalline, metallic or transparent, opening the way to applications in photonic crystals and plasmonics. An original in-situ micro-reflectometry method permits the real time control of the growth of the deposits.