A current trend in mechanical testing technologies is to equip researchers and industrial practitioners with the facilities for non-destructive characterisation of the deformation and fracture processes occurring on different scales. The synergistic effect of such a combination of destructive and non-destructive techniques both widens and deepens existing knowledge in the field of plasticity and fracture of materials and provides the feedback sought to develop new non-destructive testing approaches and in situ monitoring techniques with enhanced reliability, accuracy and a wider scope of applications. The macroscopic standardised mechanical testing is still dominant in the research laboratories and industrial sector worldwide. The present paper reviews multiple challenges commonly faced by experimentalists, aiming at enhancing the capability of conventional mechanical testing by a combination of contemporary infrared thermography (IRT), rapid video imaging (RVI) with non-contact strain mapping possibilities enabled by the digital image correlation (DIC) method, and the acoustic emission (AE) technique providing unbeatable temporal resolution of the stochastic defect dynamics under load. Practical recommendations to address these challenges are outlined. A versatile experimental setup uniting the unique competencies of all named techniques is described alone with the fascinating possibilities it offers for the comprehensive characterisation of damage accumulation during plastic deformation and fracture of materials. The developed toolbox comprising practical hardware and software solutions brings together measuring technologies, data, and processing in a single place. The proposed methodology focuses on the characterisation of the thermodynamics, kinematics and dynamics of the deformation and fracture processes occurring on different spatial and temporal scales. The capacity of the proposed combination is illustrated using preliminary results on the tensile and fatigue behaviour of the fcc Inconel-625 alloy used as a representative example. Dissipative processes occurring in this alloy are assessed through the complex interplay between the released heat, acoustic emission waves, and expended and stored elastic energy.