The nowadays notable development of all the modern technology, fundamental for the progress and well being of world society, imposes a great deal of stress in the realm of basic Physics, more precisely on ThermoStatistics. We do face situations in electronics and optoelectronics involving physical-chemical systems farremoved-from equilibrium, where ultrafast (in pico-and femto-second scale) and non-linear processes are present. Further, we need to be aware of the rapid unfolding of nano-technologies and use of low-dimensional systems (e.g., nanometric quantum wells and quantum dots in semiconductor heterostructures). All together this demands having an access to a Statistical Mechanics being efficient to deal with such requirements. It is worth noticing that the renowned Ryogo Kubo once stated that "statistical mechanics has been considered a theoretical endeavor. However, statistical mechanics exists for the sake of the real world, not for fictions. Further progress can only be hoped by close cooperation with experiment". Moreover, one needs to face the study of soft matter and fluids with complex structures (usually of the average self-affine fractal-like type). This is relevant for technological improvement in industries like, for example, that of polymers, petroleum, cosmetics, food, electronics and photonics (conducting polymers and glasses), in medical engineering, etc. It is then required to introduce a thermo-hydrodynamics going well beyond the classical (Onsagerian) one. Moreover, in the both type of situations above mentioned there often appear difficulties of description and objectivity (existence of so-called "hidden constraints"), which impair the proper application of the conventional ensemble approach used in the general, logically and physically sound, and well established Boltzmann-Gibbs statistics. A tentative to partially overcome such difficulties consists in resorting to non-conventional approaches. Here we briefly describe the construction of a Non-Equilibrium Statistical Ensemble Formalism (NESEF) that can deal, within a certain degree of success, with the situations above described. Several particular instances involving experimental observations and measurements in the area of semiconductor physics and in physics of fluids, which were analyzed in the context of the theory, are summarized. They comprise the cases of ultrafast optical spectroscopy; optical and transport processes in low-dimensional complex semiconductors; nonlinear transport in doped highly-polar semiconductors (of use in "blue diodes") under moderate to high electric fields; nonlinear higher-order thermo-hydrodynamics in fluids under driven flow, in normal solutions and in complex situations as in solutions of polymers, micelles, DNA, and in microbatteries.