We demonstrate that the silica shell on nanoparticles formed by a typical Stober method is inhomogeneous in nature. The outer layer of the shell is chemically more robust than the inner layer, which can be selectively etched by hot water. Methods are developed to "harden" the soft silica shells. These new understandings are exploited to develop versatile and template-free approaches for fabricating sophisticated yolk-shell nanostructures.