The development of gallium nitride (GaN) on a variety of substrates from Si to diamond has been used to create a variety of devices for both RF and power electronics technologies. In general, GaN devices can accommodate faster switching speeds, higher junction temperatures, and high voltages, allowing for devices operating at higher power with increased efficiency in smaller form factors. However, the lattice mismatch between c-axis hexagonal GaN and other non-native substrates requires the use of buffer layers in order to grow high quality, relaxed GaN required for advanced devices. Such layers can add to the thermal resistance which impacts to overall device thermal performance and thus, device reliability. In addition, these interfacial layers impact the growth and residual stress in the GaN epitaxial layers that can limit the overall voltage limits of lateral HEMT devices. In this work we use a variety of experimental techniques to measure the thermal boundary resistance (TBR) for GaN on Si, SiC, and diamond substrates. The impact of the structure of the interface on the overall TBR and thermal conductivity of the GaN layers grown by MOCVD will be discussed. In addition to the TBR, the overall stress in the devices caused by growth on the differing substrates, measured by Raman spectroscopy, will be presented. A unique superlattice structure used to reduce the stress in GaN layers on Si will also be highlighted. Finally, the electro-thermomechanical performance of GaN devices under DC and pulsed operation will be presented where the temperature of the devices was measured using Raman Spectroscopy while the mechanical deformation was measured by Scanning Joule Expansion Microscopy. Data will show that rapid heating and high tensile stresses near the drain side edge of the gate during pulsed operation is dependent on the bias conditions, the TBR, substrate material, and the mechanical properties of the device. Overall, challenges associated with the structure of GaN devices that must be overcome for effective thermally management will be presented.