An indispensable parameter to study strongly correlated electron systems is the magnetic field. Application of high magnetic fields allows the investigation, modification and control of different states of matter. Specifically for magnetic materials experimental tools applied in such fields are essential for understanding their fundamental properties. Here, we focus on selected high-field studies of frustrated magnetic materials that have been shown to host a broad range of fascinating new and exotic phases. We will give brief insights into the influence of geometrical frustration on the critical behavior of triangular-lattice antiferromagnets, the accurate determination of exchange constants in the high-field saturated state by use of electron spin resonance measurements, and the coupling of magnetic degrees of freedom to the lattice evidenced by ultrasound experiments. The latter technique as well allowed new, partially metastable phases in strong magnetic fields to be revealed.