Complex phenomena in solids continue to be a major theme of physics in the 21^st century. Competing charge, spin, orbital and lattice degrees of freedom leads to new electronic, magnetic and structural phases in strongly correlated electron systems. They have great potential to fundamentally change our view of the physical world, to significantly impact the technology, and to provide new solutions to our energy problems. The elevated complexity of physics requires sophisticated experimental tools beyond the traditional thermodynamic and transport measurements to be applied in research. As a common theme of the related materials, the rich interplay between orders in the materials calls for the combination of different techniques sensitive to different physical entities to reach a complete understanding of the physical properties. In this talk, I will start stories from the introduction of two advanced techniques: scanning probe microscopy and soft x-ray absorption based techniques (spectroscopy, scattering, microscopy, etc.) and bring you through their special approaches to investigate the electronic, magnetic and structural states in several interesting complex oxide systems.