We report on the application of confocal and multiphoton microscopic techniques for the evaluation of the latest generation of micro optical components. The optical emitting characteristics of arrays of matrix addressable GaN micrometer-sized light emitting diodes (micro-LEDs) have been measured using a commercial confocal microscope utilising the LEDs' own emission along with reflection confocal microscopy to determine the surface structure. Multiphoton induced luminescence from the 10-20-micron diameter emitters has also been used to examine the structure of the device and we compare this with electrically induced emission. In related work, the optical properties of micro lens arrays (10-100-micron diameter) fabricated in SiC, Sapphire, and Diamond have been determined using transmission confocal microscopy. Such optical microscopy techniques offer a simple, non-destructive method to determine the structure and performance of such novel devices.