This paper addresses the measurement challenges at millimeter-wave (mmW) and THz frequencies. A few examples related to small signal and large signal measurements including frequency response, phase noise, and power measurement will be discussed. Additionally, innovative application of frequency extender modules to enhance measurement accuracy or reduced complexity will be presented. Demonstrations will draw upon past measurement data and past measurement practices on custom-made mmW and THz chips. Furthermore, the paper will provide measurement tips, best practices, and examples of potential sources of inaccuracies in measurement under relevant sections.