Recent advances in mechanical-diode based ultrasonic force microscopy techniques are reviewed. The potential of Ultrasonic Force Microscopy (UFM) for the study of material elastic properties is explained in detail. Advantages of the application of UFM in nanofabrication are discussed. Mechanical-Diode Ultrasonic Friction Force Microscopy (MD-UFFM) is introduced, and compared with Lateral Acoustic Force Microscopy (LAFM) and Torsional Resonance (TR) - Atomic Force Microscopy (AFM). MD-UFFM provides a new method for the study of shear elasticity, viscoelasticity and tribological properties on the nanoscale. The excitation of beats at nanocontacs and the implementation of Heterodyne Force Microscopy (HFM) are described. HFM introduces a very interesting procedure to take advantage of the time resolution inherent in high-frequency actuation.