A discussion of recently developed experimental methods for noise research in nanoscale electronic devices, conducted by specialists in transport and stochastic phenomena in nanoscale physics. The approach described is to create methods for experimental observations of noise sources, their localization and their frequency spectrum, voltage-current and thermal dependences. Our current knowledge of measurement methods for mesoscopic devices is summarized to identify directions for future research, related to downscaling effects. The directions for future research into fluctuation phenomena in quantum dot and quantum wire devices are specified. Nanoscale electronic devices will be the basic components for electronics of the 21st century. From this point of view the signal-to-noise ratio is a very important parameter for the device application. Since the noise is also a quality and reliability indicator, experimental methods will have a wide application in the future.