Femtosecond laser direct writing in transparent materials such as glass and optical fibers has been used as a versatile tool in order to fabricate various 3-D photonic structures such as active and passive waveguides, couplers, gratings and diffractive optical elements (DOEs). This capability of patterning and refractive index modification in the bulk of transparent materials depends on the nonlinear absorption phenomenon. This practical technique has the potential to be used for cost effective and simplified manufacturing in various applications. This thesis examines three advanced manufacturing techniques that use ultrashort pulse filamentary propagation induced by nonlinear absorption in the transparent materials. First, a new gradient index lens fabrication method using femtosecond laser direct writing is introduced. Light that passes through the lens with refractive index change resulting from localized energy deposition is focused using a beam profiler. Second, wide welding area of glass samples are used to fabricate microfluidic devices with long channels by adopting customized fixture. The fixture making artificial pressure helps the two glass samples have wide optical contact area and the highly intensive pulse filamentation strongly joins glass slides. As an example of a more specific application, microfluidic samples with long grooves sealed by femtosecond laser welding were successfully fabricated as part of this project. Finally, a screw-shaped, long period grating sensor was fabricated by rotating the optical fiber. This technique enables the fiber core to have asymmetric refractive index change, resulting in higher sensitivity compared to conventional long period grating sensors. Also, a new long-period grating sensor with reverse bending effect has been demonstrated by producing complex pitches of refractive index change.