This experiment teaches students the methodology of investigating novel properties of materials using new instrumental techniques: atomic force microscopy (AFM), electrochemical quartz crystal nanobalance (EQCN), voltammetric techniques (linear potential scan and chronoamperometry), and light reflectance measurements. The unique capabilities of each of these techniques are utilized in a combined effort to control and monitor synthesis of electrochromic nanostructured films and then to investigate and analyze film properties. The experiments are designed to demonstrate the penetration of chemical species into solids and its practical implications. It is shown that the intercalation of ions into solid materials through solid-state diffusion is sufficiently fast, even at room temperature, that it can be recorded in real-time by nanogravimetry (EQCN), voltammetric methods, and light reflectance. The high performance of electrochromic films is achieved owing to the formation of nanostructured WO[subscript 3] with nanoparticles of 20-30 nm in size. The diameter of nanoparticles can be controlled by changing deposition potential and is examined by tapping-mode AFM imaging. The subject of the experiment is of high practical importance for studies of properties of new materials discovered recently in various fields of nanotechnology. The interests in electrochromic materials stem from applications in digital displays and smart windows. At present, in many laboratories in the world, extensive research studies are under way to develop new materials for such applications. The proposed experiment introduces a new concept of intercalation and also shows how to control nanoparticle deposition and how to measure nanomolar quantities of H[superscript +] ions inserted in WO[subscript 3] nanoparticles. In addition, students learn modern instrumental techniques. (Contains 3 figures.)