Advances in experimental, high-speed techniques can be used to explore the processes occurring within energetic materials. This review describes techniques used to study a wide range of processes: hot-spot formation, ignition thresholds, deflagration, sensitivity and finally the detonation process. As this is a wide field the focus will be on small-scale experiments and quantitative studies. It is important that such studies are linked to predictive models, which inform the experimental design process. The stimuli range includes, thermal ignition, drop-weight, Hopkinson Bar and Plate Impact studies. Studies made with inert simulants are also included as these are important in differentiating between reactive response and purely mechanical behaviour.