The wide-spread application of thermoelectric devices is important for effective utilization of energy and environment. The market share of thermoelectric devices could potentially reach billions of dollars per year and urgently needs new materials with high energy conversion efficiency, which depends primarily on the thermoelectric figure of merit (ZT). ZT = S2T/(ΡΚ), where S, Ρ, Κ, T are Seebeck coefficient, electrical resistivity, thermal conductivity and absolute temperature, respectively, and S2/Ρ is the power factor (P.F.). ZT could be enhanced by either decreasing the thermal conductivity or increasing the power factor of the material under study. In this work, the relationship between structure and the thermoelectric properties in a number of promising thermoelectric materials has been investigated. The goals are twofold: 1) developing novel synthesis/processing techniques to significantly increase the properties of known thermoelectric materials; 2) exploring new research directions, particularly searching for new unconventional materials having exceptional high thermoelectric performance than the existing materials. In the first part of this work, a non-equilibrium synthesis method, which employs melt spinning with a subsequent spark plasma sintering (SPS) technique, has been used to reduce the thermal conductivity of two different p-type filled skutterudite materials. The results show that the non-equilibrium synthesis method is capable of producing nano-size grains in both Ce<sub>0.9</sub>Fe<sub>3</sub>CoSb<sub>12</sub> and Ce<sub>1.05</sub>Fe<sub>4</sub>Sb<sub>12.04</sub> filled skutterudite materials. It is found that the rapid conversion process employed in the non-equilibrium method produces higher performance materials by simultaneously increasing the power factor and reducing their thermal conductivities. The ZT values were enhanced over the temperature range from 300K to 800K by up to 50%, compared with samples prepared by a traditional long term annealing method. Detailed high-resolution TEM investigation and electron transport measurements on Ce<sub>1.05</sub>Fe<sub>4</sub>Sb<sub>12.04</sub> filled skutterudite samples suggest that this non-equilibrium method created cleaner grain boundaries, and hence helped electron transport. In the second part of this work, the enhancement of power factor in two other materials has been investigated. A new class of thermoelectric materials, FeSb<sub>2</sub>, with metal-insulator transition was first investigated. By slightly changing the growth procedure, metal-insulator transition has been introduced into a FeSb<sub>2</sub> single crystal. Compared to the FeSb<sub>2</sub> single crystal without metal-insulator transition, this crystal has much lower electrical resistivity along the c-axis, and hence results in a record high thermoelectric power factor, which is nearly three orders of magnitude higher than that belonging to the control sample without metal-insulator transition. In the last chapter of this work, the thermoelectric power and resistivity of misfit layered cobalt oxide Ca<sub>3</sub>3Co<sub>4</sub>O<sub>9</sub> single crystal and polycrystalline samples have been measured up to 1000K using a home-made measurement system. Two transitions which lead to fast increase of the power factors in both materials have been found at 400K and around 800K respectively. in-situ high temperature X-ray powder diffraction has been used to investigate the nature of those transitions. The results indicate that both of them are related to structural transitions in the material.The results of the work in this thesis provide very useful information on the impact of structural changes on thermoelectric properties (both thermal conductivity and power factor). The mechanism we found here could help in the design and tailoring of better materials for thermoelectric power generation and cooling devices.