Multi-step KrF excimer pulsed laser deposition (MSPLD) technique has been developed to fabricate high-quality micrometer thick superconducting YBa2Cu3O7-x (YBCO) films. As has been shown, a crystallization of YBCO at the initial stage of deposition crucially affects on thick YBCO film performance. Smooth, c-axis oriented 1-mu m thick YBCO films with the critical temperature of T-c(zero) = 89.5 K and the overall critical current density of J(c)(77 K)= 10(5) A/cm(2) have been prepared on the single crystal MgO substrate in three-step process by monitoring the laser fluence, laser repetition rate and substrate temperature. Micrometer thick YBCO films on the single crystal LaAlO3 substrate show T-c(zero) = 85.7 K and J(c)(77 K) = 10(3) A/cm(2), indicating that optimization of MSPLD processing conditions is much more critical for substrates with a small substrate/film lattice mismatch. Furthermore, Pb(Zr,Ti)O-3(PZT)/YBa2Cu3O7-x/MgO heterostructures have been prepared by MSPLD technique with the critical temperature of T-c(zero)= 82.0 K in superconducting YBCO layer.