In this paper we summarize 6 years of work on modeling self-heating effects in nano-scale devices at Arizona State University (ASU). We first describe the key features of the electro-thermal Monte Carlo device simulator (the two-dimensional and the three-dimensional version of the tool) and then we present series of representative simulation results that clearly illustrate the importance of self-heating in larger nanoscale devices made in silicon on insulator technology (SOI). Our simulation results also show that in the smallest devices considered the heat is in the contacts, not in the active channel region of the device. Therefore, integrated circuits get hotter due to larger density of devices but the device performance is only slightly degraded at the smallest device size. This is because of two factors: pronounced velocity overshoot effect and smaller thermal resistance of the buried oxide layer. Efficient removal of heat from the metal contacts is still an unsolved problem and can lead to a variety of non-desirable effects, including electromigration. We propose ways how heat can be effectively removed from the device by using silicon on diamond and silicon on AlN technologies.