The present-day technology has reached the level of sophistication when individual quantum systems can be fabricated and measured. Measurement of a quantum system inevitably modifies the state it is in, either drastically, as in the case of the text-book projective measurement, or only weakly in the case of "continuous measurement." In this talk I will describe two concrete physical realizations of measurement of individual quantum systems. In the first part, I will describe a scheme for electrical measurement of single electron spin state and single spin magnetic resonance. This will be an example of a strong projective measurement. In the second part, I will discuss continuous displacement measurement of a quantum harmonic oscillator (which can be a phonon mode of a molecule or a vibration of a microcantilever.) I will show that in this case, under quite general conditions, the effect of non-equilibrium measurement device ("back-action") is equivalent to a coupling to an external heat bath, and leads to a transition from quantum to classical behavior.