The study of gene expression regulation systems, transcriptional, post-transcriptional, and translational processes require in-depth knowledge of the structure and dynamics of protein–DNA and protein–RNA complexes. Furthermore, the discovery of the multiple roles played by different types of RNA, including within extracellular vesicles, has raised new questions about the systems responsible for stabilizing and transporting these RNAs. Over the years, numerous experimental approaches have been developed for the study of complexes between proteins and nucleic acids, both in terms of the type and degree of accuracy of the information they are able to provide. Furthermore, some techniques have proven suitable for monitoring dynamic processes, while others provide very high-resolution data. Finally, the different methods also differ in their applicability directly to the study of complexes within their biological environment, while others can only be used on purified samples. The purpose of this review is to provide an overview of many of these approaches, accompanied by some examples of recent applications, to highlight their strengths and limitations.