This book is roughly divided in three parts. The first one is a general introduction to theories with extra dimensions and, more specifically, to brane worlds. Both old-fashioned topics (such as Kaluza-Klein theories) and more modern aspects (e.g. Large Extra Dimensions and Randall-Sundrum models) are discussed. The second and third parts (which we refer to as Part I and II respectively) are essentially two monographs. There, the reader is guided through the construction of the 4D effective field theory derived from higher dimensional (in particular five-dimensional and six-dimensional) models. Part I is devoted to the study of how the heavy Kaluza-Klein modes contribute to the low energy dynamics of the light modes. Part II concerns instead the analysis of the spectrum arising from non-standard compactifications of six-dimensional (supersymmetric) theories, involving a warp factor and conical defects in the internal manifold. Several applications of the above mentioned topics are discussed, providing an up to date overview of these subjects.