By their nature Bulk Metallic Glasses (BMGs) are generally available with limited volumes. Therefore, to understand their mechanical behaviour, innovative small scales tests are required. Here aspects of mechanical behaviour covering elastic, time dependent and plastic deformation are explored. For indentation (elastic moduli and hardness measurements), test data contained displacement burst signals; dependent on indentation load and loading rates; hypothesised to be due to shear bands and Shear Transformation Zones (STZs). Measurements of the energy associated with these signals were heavily influenced by data smoothing. Nevertheless, shear banding is seen to be more energetic process than STZ activation, and STZ activation during loading is more energetic than in load-hold or unloading. Teter’s empirical relationship [1] provided the best estimate of elastic properties from hardness data. Whilst indentation size effects made the method unreliable for bulk estimates, these effects are suggested as a means to map free volume distributions within BMG structures. Poor reproducibility of indentation creep data and the influence of analysis methods led to the conclusion that indentation creep measurements are unreliable. Practices to improve this reliability are given, however the fundamentals of the test limits its usefulness. Finally, shear banding of BMGs was explored through a new testing methodology based on the dynamic measurement of resistivity. Two types of signal were detected; both accountable through the shear band process. Analysis of the signals indicated that thermal and structural changes were required to explain the observed resistivity changes. Monte-Carlo and Ising based models were used to relate the observed signals to structure and temperature. Whilst these require further work, the method provides the means to measure shear band structure evolution.