In the last decade an enormous effort was made in semiconductor industry to reduce the structure dimensions of modern electronic devices towards the 100 nm limit. This development is accompanied by the demand for novel analytical tools in device failure analysis providing both high lateral and high time resolution capability. Scanning force microscopy (SFM) was already proven to be a very promising candidate if only the topography of the sample is concerned. To investigate simultaneously other properties, e.g. electrical, thermal, or optical surface properties with almost the same resolution novel sensor concepts have to be introduced. In this paper we focus on the some aspects of the development and fabrication of integrated cantilever probes for scanning probe microscopy (SPM). We demonstrated that a variety of different materials, e.g. silicon, gallium arsenide, diamond, metal layers etc., are available for this purpose. Furthermore several concepts for SPM probes are described which exploit the unique properties of the above mentioned substrate materials. Probe concepts rely on, e.g. a coplanar waveguide integrated onto a cantilever for both high frequency scanning electrical force microscopy and ultrafast scanning tunneling microscopy, an electrical conductive and superhard diamond tip for nano spreading resistance profiling, a miniaturized Schottky diode tip for scanning thermal microscopy, and an aperture tip for scanning near-field optical microscopy.