In the present work, the results of polyelectrolyte multilayers and hybrid multilayers, which were formed by the assembling colloidal particles and polyelectrolytes, have been presented. They are built by the alternate deposition of materials with charges of opposite signs. The kinetics of the adsorption of the materials onto charged surfaces are discussed using dissipative quartz crystal balance and ellipsometry techniques. The effect of the ionic strength and of the charge density of the polymer on the thickness of the multilayer per adsorbed layer is discussed. The water content of the polymer film and the real and imaginary components of its shear modulus have been measured as a function of the thickness and of the ionic strength. Finally, we analyzed how the multilayers are modified by the substitution of the polymeric components by colloidal particles.