The accuracy of electronic structure calculations performed in the framework of the densityfunctional theory (DFT) depends in a crucial way on the choice of the exchange-correlation functional. The latter is the only quantity that requires some approximations in DFT, thus the search for approximate expressions giving accurate results is a major research subject. In this chapter, I will account for the progress we have done in this field. I will start by recalling some DFT basic concepts and by describing the various kinds of exchange-correlation functionals that one can meet. Then, I will present our own contributions, which consist in three functionals one is local and the other two belong to the generalized-gradient approximation class. The performances of these functionals will be assessed by comparing their results with those of some of the most frequently used functionals. At the end of the chapter, I will briefly mention the research axes we are presently following in order to get further improvements. © 2012 by Nova Science Publishers, Inc. All rights reserved.