The focus of this book is geometric properties of general sets and measures in Euclidean spaces. Applications of this theory include fractal-type objects, such as strange attractors for dynamical systems, and those fractals used as models in the sciences. The author provides a firm and unified foundation for the subject and develops all the main tools used in its study, such as covering theorems, Hausdorff measures and their relations to Riesz capacities and Fourier transforms. The last third of the book is devoted to the Besicovitch-Federer theory of rectifiable sets, which form in a sense the largest class of subsets of Euclidean space possessing many of the properties of smooth surfaces.