We use subwavelength gratings (SWGs) to engineer the refractive index in microphotonic waveguides, including practical components such as input couplers and multiplexer circuits. This technique allows for direct control of the mode confinement by changing the refractive index of a waveguide core over a range as broad as 1.6-3.5 by lithographic patterning. We demonstrate two experimental examples of refractive index engineering, namely, a microphotonic fiber-chip coupler with a coupling loss as small as -0.9dB and minimal wavelength dependence and a planar waveguide multiplexer with SWG nanostructure, which acts as a slab waveguide for light diffracted by the grating, while at the same time acting as a lateral cladding for the strip waveguide. This yields an operation bandwidth of 170nm for a device size of only approximately 160microm x100microm.