The understanding of detailed processes acting in magnetically confined plasmas is gradually increasing. This can be attributed to a number of reasons: more complete and powerful theoretical calculations and modelling, comparative experiments in different devices, better knowledge of plasma control algorithms and last but not least diagnostic advances (new techniques, higher spatial and temporal resolution, better plasma coverage). This paper will largely focus on new physics insights that can be more or less directly attributed to diagnostic advances. Various examples will be shown to illustrate this. The examples are organized around three main topics: sawtooth physics, imaging techniques and fast ion physics. It should be realized that in most cases it is not just the measurements on their own, but their detailed comparison with theoretical models that yields the better understanding.