Recently a great deal of attention has been given to a new class of switching, gating and modulating devices based on photoconductivity effect with picosecond optical pulses. These devices include switches, gates, samplers, electronic impulse function correlators, A/D converters, optical detectors and high speed photomixers, DC to RF converters and coherent microwave generators. In this talk, I will present three different types of applications. The generation of pulsed and CW coherent microwaves in complete time synchronization with the ultrashort optical pulses is reported. In the pulsed microwave generation, a single excitation pulse is capable of producing microwave radiation containing a small number of RF cycles up to a few hundred cycles. The generation of over 5 kilowatts of microwave bursts has been demonstrated. For the generation of CW microwaves by the optoelectronic techniques, repetitive excitations are obtained by the use of CW mode-locked dye laser. The phase noise of the microwave has been measured to be 3.5 ps. In another experiment, I will report on the ultrafast optoelectronic modulation of the millimeter-waves at 94 GHz in the silicon-on-sapphire (SOS) waveguides. Optical picosecond pulses from a Nd-Yag mode-locked laser are used to generate high density electron-hole plasma in the epitaxial layer of SOS. The use of layered structure is necessary in order to prevent carrier diffusion. Comparison of the experimental result with theory will be given.