We have developed several techniques to study the effect of shear on complex fluids. These techniques are based on shear cells specially adapted to scattering techniques or transport properties. A brief description of the cells will be given together with the results that can be obtained using these techniques. Exemples on lyotropic systems will be detailed. The effect of shear on lyotropic lamellar phases is studied by light scattering, neutron scattering and microscopic observations, We found three different states of orientation separated with out-of-equilibrium transitions. In the state at very low shear rate, the lamellar phase is, in average, oriented with the layers in the shear plane and a few dislocations remains in the direction of the flow. In the intermediate state, the layers organize themselves into monodisperse multilayer vesicles (MLV) whose size is controlled by the shear rate. The last state corresponds to the same orientation than the first one but with no dislocations in the flow direction. The second state of orientation: leading to the MLV structure, is more precisely studied. It is shown that the size of the MLV is fixed by a balance between the viscous and elastic stresses and varies as the inverse square root of the shear rate. A possible mechanism for the formation of this structure is proposed. We show that this structure can be swollen in a solvent leading to a monodisperse emulsion of a lamellar structure in an isotropic liquid. Linear and nonlinear rheological properties are measured and discussed. It is shown that the viscosity is sensitive to the structure and varies of several order of magnitude depending in which phase of orientation the system is. Both shear thickening and shear thinning are described and explanations in terms or orientation transitions are given. The discovery of the oriented to MLV instability is the basis a very efficient process leading to well controlled microcapsules made of surfactant. Many applications of MLV produced by this technique are described including biological ones. In particular we will present results on enzymes and DNA encapsulation.