Abstract : We study in detail the quantum noise in a new type of semiconductor lasers, the VCSELs (for Vertical-Cavity Surface-Emitting Lasers). These lasers can operate with various transverse modes with different polarisations above threshold. When only one transverse mode linearly polarised oscillate, we demonstrate experimentally as well as theoretically that one has to take into account the noise of the modes orthogonally polarised under threshold to characterise the intensity noise. When various transverse modes oscillate, they are strongly anticorrelated which gives rise to squeezing for the best samples. If a sample always shows excess noise in free-running operation, the injection locking technique is a way to obtain intensity squeezed beams. Finally, we report our results concerning the transverse spatial structure of the intensity noise. We also study the intensity noise of Nd:YVO4 microlasers. Compared to the theoretical predictions of the standard 2 level laser theory, the experimental results exhibit an excess noise at low frequencies. We demonstrate that this excess noise is due to non linear effects at the relaxation oscillation frequency. These effects are reduced experimentally by two different techniques: an electrooptic feedback loop or the injection locking.