This thesis presents several advances in the technology and applications of photonic crystal fibres achieved over the last three years. Chapters 1 and 2 give the background material important to understand the results presented in chapters 3, 4 and 5. In chapter 1, linear properties of optical fibres are described. This chapter focuses particularly on how the engineering of the cladding structure of solid core photonic crystal fibres can be used to vary the fibre properties, most importantly the group index and dispersion. Propagation in all-solid photonic bandgap fibres is also discussed in terms of the anti-resonant reflecting optical waveguide model. Chapter 2 introduces the nonlinear optical effects that are important to understand the work presented in chapters 4 and 5. In chapter 3, a method to reduce bend losses in all-solid photonic bandgap fibres is outlined. The reduction of these losses is achieved by redesigning the high-index inclusions in the cladding structure to suppress cladding modes that strongly couple to the fundamental core-guided mode when the fibre is bent. In chapter 4, a method of tapering photonic crystal fibres in order to decrease the dispersion along their length is described. The tapers are used to compress solitons via adiabatic soliton compression and a combination of adiabatic soliton compression and soliton effect compression, achieving a factor of 15 compression of a transform-limited pulse to below 50 fs. Chapter 5 describes how engineering the cladding structure of photonic crystal fibres can be used to generate shorter frequencies in supercontinuum generation. The method by which this achieved is experimentally verified and then exploited to generate a continuum incorporating the entire visible spectrum using low cost, low maintenance pump sources.