There has been significant interest and work toward the development of small length scale (micrometer to centimeter) energy conversion systems—heat engines and thermal energy harvesters—that operate on different thermal sources. Small combustion driven heat engines offer high power densities and longer operating durations, and present an opportunity to replace large and heavy chemical batteries. Thermal energy harvesters provide a great opportunity to harness the freely available thermal energy: solar, geothermal, and human body heat. These systems can contribute to significant energy savings when coupled to an existing, larger power generation system (e.g., vehicles and diesel generators) for the purpose of energy recovery. In this review, we discuss technological challenges, opportunities, and recent progress in small length scale energy conversion systems with special focus on free piston devices (engines and expanders) and phase-change driven devices. We discuss in detail four important design considerations that can have significant effect on small length scale device performance.