Self-assembly due to phase separation within a miscibility gap is important in numerous material systems and applications. A system of particular interest is the binary alloy system Fe-Cr, since it is both a suitable model material and the base system for the stainless steel alloy category, suffering from low-temperature embrittlement due to phase separation. Structural characterization of the minute nano-scale concentration fluctuations during early phase separation has for a long time been considered a major challenge within material characterization. However, recent developments present new opportunities in this field. Here, we present an overview of the current capabilities and limitations of different techniques. A set of Fe-Cr alloys were investigated using small-angle neutron scattering (SANS), atom probe tomography, and analytical transmission electron microscopy. The complementarity of the characterization techniques is clear, and combinatorial studies can provide complete quantitative structure information during phase separation in Fe-Cr alloys. Furthermore, we argue that SANS provides a unique in-situ access to the nanostructure, and that direct comparisons between SANS and phase-field modeling, solving the non-linear Cahn Hilliard equation with proper physical input, should be pursued.