The combination of direct-write electron beam lithography and bulk silicon micromachining is shown to give great flexibility in the definition of nanosensors. The technique is based on a novel method for coating the specimen with electron beam resist allowing high resolution features to be defined on the top of micromachined asperities or in 200 mum deep etched holes. Examples of sensors fabricated using this method include advanced magnetic nanosensors such as Hall probe sensors, electromagnetic coils or combined coils and Hall probes. Near-field optical atomic force microscope probes are demonstrated with reproducible aperture size down to 20X35 nm. Near-field optical probes using a shaped aperture to allow the passage of linearly polarized light are shown to offer optical throughputs up to 2% with modest collection optics. The use of a near-field optical probe having a crossed slit form is demonstrated to give high throughput and resolution in two dimensions for the imaging of fluorescent objects. Near-field optical probes with multiple apertures of closely matched size are demonstrated.