Assembling polyelectrolyte multilayers in a bottom-up approach is reported for polymers, particles, nanoparticles, and carbon nanotubes. Effects of polyelectrolyte multilayers on evaporative self-assembly of particles, which are of interest to a number of applications including photonic crystals, films and substrates, are investigated. Polyelectrolyte multilayer coatings bring multifunctionality to spherical particles and planar films. Studying the construction of polyelectrolyte assemblies is convenient in the planar layout: it is reported here for incorporation of gold and magnetic nanoparticles as well as of carbon nanotubes. Gold nanoparticles concentration is controlled within the films. Potential applications of both spherical structures and planar films are highlighted.