Abstract : This thesis aims at a better understanding of finite size effects on the fundamental properties of materials used in devices related to magnetic data storage. We suggest a multilevel approach as an alternative to enhance storage densities of planar or perpendicular, continuous or patterned media. Thus the manipulation of one layer without altering the magnetic states of the others is required. The first part of the manuscript is dedicated to the study of finite size effects on magnetostatic couplings. The stacks are composed of two cobalt/platinum based ferromagnets separated by a non-magnetic layer. The replication of magnetic domain configurations in the two layers in the demagnetized state has been ascribed to inter-layer couplings. The use of field pulses results in singular replicated configurations. It allowed us to better understand the phenomenon. For patterned arrays, the replication due to intra-nanostructures couplings manifests itself by a shift of the soft layer hysteresis loop. The second part of the manuscript deals with finite size effects on the exchange bias properties of ferromagnetic/antiferromagnetic bilayers, typically used in magnetoresistive read-heads. For systems with in plane anisotropy, we show that nanostructures and thin antiferromagnets are more prone to thermal activation. As a result, the exchange field can be larger or smaller in the nanostructures with respect to the continuous films depending on both the antiferromagnet thickness and temperature conditions. These results allowed us to shed light on contradictory results from the litterature. For systems with out-of-plane anisotropy, the influence of the relative orientation of the ferromagnet and antiferromagnet spins on the exchange bias properties is very critical. The imprint of ferromagnetic domains in the antiferromagnet through thermal treatments results in “double” hysteresis loops which properties can be tailored. Promising results were obtained for a better understanding of finite size effects on the out-of-plane exchange bias properties.