Carbon nanotubes -- nanometer diameter cylinders made from rolled up graphene sheets -- are a remarkable new system for exploring the nanoscale world. This talk will review measurements by our group examining the electronic, mechanical, and chemical/biological sensing properties of single nanotube devices. First, we have studied the fundamental electron scattering processes in nanotubes and measured the intrinsic orbital magnetic moment that arises because of a nanotube's cylindrical topology. In addition, we have made (and listened to) the world's smallest electric guitar by suspending a nanotube over a trench and strumming it electronically. Finally, we have used nanotubes to sense and study proteins in lipid membranes and to measure the concentration of electroactive molecules in solution.