Recent interest in thermal, electrical and thermoelectric properties of thin films and nano-structures has driven the development of measurement tools. One promising technique integrates sensors into Atomic Force Microscope (AFM) probes to investigate thermal, electrical, and thermoelectric properties on nanometer scales. Our group has successfully developed such probes and used them to investigate thermionic coolers and the carbon nanotubes. In this paper, we will discuss the successes and deficiencies of these measurement methods, and present new nanoprobe designs, which address these deficiencies. The majority of AFM systems use laser reflectance to monitor the probe position. Current designs are adversely effected by the portion of absorbed laser energy in two ways: probe temperature rises and creates bending due to a bimaterial effect, and the variability of the laser input adds error to the sensor measurement. The finite thermal resistance between the probe and sample creates a temperature drop, contributing to experimental error. This work proposes refined microfabrication techniques to reduce the bi-material effects, alternative probe positioning schemes, and improved sensitivity of thermal measurement to significantly improve the reproducibility and accuracy of nanoscale property measurement.