In this article we present a review on instrumentation and the modes of operation of a scanning probe microscope. In detail, we review the main techniques of Scanning Probe Microscopy (SPM), which are Scanning Tunneling Microscopy (STM) and Atomic Force Microscopy (AFM), focusing our attention on the latter one. The AFM instrument provides information on the roughness and grain size of thin films. As an example we review recent results on two metallic thin film systems: thin Ag films deposited on glass, and Ni/Pt compositionally modulated multilayers deposited on glass, Si, and polyimide substrates. To show the validity of the grain size measurements, we compare the data with the ones resulting from X-ray diffraction (XRD) measurements. We show that the AFM results are reliable for grain diameters as small as 14 nm, which is approximately comparable to the tip radius. Finally, we deal with Magnetic Force Microscopy (MFM) results on Co/Pt and Co/Au multilayers. We observe perpendicularly magnetized domains. The domain configurations are correlated to the magnetization hysteresis curves.