The self-assembly of individual nanoparticles into-dimers so-called heterodimers-is relevant for a broad range of applications, in particular in the vibrant field of nano-plasmonics and nanooptics. In this paper we report the synthesis and characterization of material- and shape-selected nanoparticle heterodimers assembled from individual particles via electrostatic interaction. The versatility of the synthetic strategy is shown by assembling combinations of metal particles of different shapes, sizes, and metal compositions like a gold sphere (90 nm) with either a gold cube (35 nm), gold rhombic dodecahedron (50 nm), palladium truncated cube (120 nm), palladium rhombic dodecahedron (110 nm), palladium octahedron (130 nm), or palladium cubes (25 and 70 nm) as well as a silver sphere (90 nm) with palladium cubes (25 and 70 nm). The obtained heterodimer combinations are characterized by transmission electron microscopy (TEM), scanning electron microscopy (SEM), scanning transmission electron microscopy energy dispersive X-ray spectroscopy (STEM-EDX), dynamic light scattering (DLS), and zeta-potential measurements. We describe the optimal experimental conditions to achieve the highest yield of heterodimers compared to other aggregates. The experimental results have been rationalized using theoretical modeling. A proof-of-principle experiment where individual Au-Pd heterodimers are exploited for indirect plasmonic sensing of hydrogen finally illustrates the potential of these structures to probe catalytic processes at the single particle level.