Dielectric resonators are key elements in many applications in micro to millimeter wave circuits, including ultra-narrow band filters and frequency-determining components for precision frequency synthesis. Distributed-layered and bulk low-loss crystalline and polycrystalline dielectric structures have become very important for building these devices. Proper design requires careful electromagnetic characterization of low-loss material properties. This includes exact simulation with precision numerical software and precise measurements of resonant modes. For example, we have developed the Whispering Gallery mode technique for microwave applications, which has now become the standard for characterizing low-loss structures. This paper will give some of the most common characterization techniques used in the micro to millimeter wave regime at room and cryogenic temperatures for designing high-Q dielectric loaded cavities.