Two series of novel push-pull heterocyclic azo dyes have been synthesized and characterized. The two series of compounds were based on different combinations of pi-conjugated bridges (bithiophene and thienylpyrrole) which also act simultaneously as donor groups, together with diazo(benzo)thiazolyl as acceptor moieties. Their thermal stability and electrochemical behavior were characterized, while hyper-Rayleigh scattering (HRS) was employed to evaluate their second-order nonlinear optical properties. The results of these studies have been critically analyzed together with several thienylpyrrole azo dyes reported earlier from our laboratories in which the thienylpyrrole system was used as the donor group functionalized with aryl and (benzo)thiazolyldiazene as acceptor moiety. The measured molecular first hyperpolarizabilities and the observed linear optical and redox behavior showed strong variations in function of the heterocyclic spacers used (bithiophene or thienylpyrrole) and were also sensitive to the acceptor strength of the diazenehetero(aryl) moiety.