The thesis reports on the fabrication and efficient continuous-wave operation, at 1.084 μm, of Nd:MgO:LiNbO3 stripe waveguide lasers using a novel proton-exchange technique. The diffusion coefficient for proton-exchange is determined for doped material and compared to that of undoped material. The waveguide losses of both proton-exchange and Ti-indiffused channel guides are measured with a Fabry-Perot resonance technique. The waveguide absorption over the visible region of the spectrum, and specifically near λ=600 nm, is reported in proton-exchange Nd:MgO:LiNbO3 waveguides for the first time. The guided-wave fluorescence for single-mode proton-exchange and Ti-indiffused waveguides in Nd:MgO:LiNbO3 is also reported. Highly reflecting dielectric mirrors are directly coated onto the substrate end-faces, and the waveguide lasers are optically pumped with a dye laser, at λp=599 nm and 592 nm, and a semiconductor-diode laser at 813 nm. Thresholds as low as 4 mW and slope efficiencies up to 14% are achieved in the waveguide laser cavities. Up to 2.8 mW of output power (limited by the available pump power) could be achieved, without observation of photorefractive damage. For the semiconductor-diode laser pump, a system of beam-shaping optics is used to improve the coupling efficiency to the waveguide. A calculation of the absorbed pump power threshold, using known parameters, of 3.0 mW, is in good agreement with the experimental value of 3.4 mW. An experiment involving the diffusion of erbium into undoped lithium niobate is reported, and the absorption spectrum obtained. Two methods of self-frequency doubling in Nd:MgO:LiNbO3 are studied, namely, the Cerenkov scheme, and the non-critical phase-matching method which utilises the temperature dependence of the material birefringence. Experiments for self-frequency doubling, using both schemes, are proposed.