After an insightful introductory part on recent developments in the thermodynamics of small systems, the author presents his contribution to a long-standing problem, namely the connection between irreversibility and dissipation. He develops a method based on recent results on fluctuation theorems that is able to estimate dissipation using only information acquired in a single, sufficiently long, trajectory of a stationary nonequilibrium process. This part ends with a remarkable application of the method to the analysis of biological data, in this case, the fluctuations of a hair bundle. The third part studies the energetics of systems that undergo symmetry breaking transitions. These theoretical ideas lead to, among other things, an experimental realization of a Szilard engine using manipulated colloids. This work has the potential for important applications ranging from the analysis of biological media to the design of novel artificial nano-machines.