In recent years, the synthesis and analysis of novel copolymer-based nanomaterials in solution have been extensively pursued. The interest in such structures lies in the fact that their dimensions, in the mesoscopic range (< 100 nm), and factors such as composition or structure lead to materials with singular properties and applications. In this article, we report the most significant developments in the preparation and characterization of nano-objects, presenting an organized and detailed overview of the state of the art. First, the basic principles of self-assembly and micellization of block copolymers in dilute solution will be discussed. A review of the methods for stabilization of the macromolecular aggregates will be then given, including selected recent examples. Finally, we will concentrate on stabilized nano-particles, so-called 'smart materials' that show responses to environmental changes (pH, temperature, ionic-strength, among others), focusing on their applications principally in the biomedical field.