This thesis focuses on integrating functional materials (magnetic and piezoelectric) into MEMS structural devices with advanced functionalities. Such devices can be used for various applications, including magnetic field sensors, energy harvesters, and tools for controlling the magnetic properties of materials. The thesis adopts a strong interdisciplinary approach, covering the entire process from design and simulation to fabrication and characterization of multi-physics systems. Most of the activities are carried out at PoliFAB, the micro- and nanofabrication facility of Politecnico di Milano.