Next generation integrated micro-scale thermoelectric devices are envisioned for spot cooling of active electronic parts or as independent power supply units to exploit small hot spots within electronic circuits. In the first case, a thermoelectric cooler is added to manage the temperature stability of sensitive electronic or photonic devices, hence to remove high density heat fluxes from these critical parts. In the second case, a thermoelectric generator is intended to recover a proportion of waste heat of a hot spot, i.e. a small, but otherwise unlimited heat source, in the electronic circuits. Both cases are technologically challenging since they request for a fabrication route that is compatible with a CMOS back-end processing. But especially the latter application provides also novel requirements to the thermoelectric material. The typical paradigm of thermoelectric material's development aims towards low thermal conductivity. This is not necessarily helpful for the given example of application where the heat has to be efficiently removed from the active electronic part, utilizing a proportion of this heat for thermoelectric power generation. Hence, this paradigm has to shift towards the development of high power factor materials, rather than low thermal conductivity materials. A processing that, at least in principle, can be fully compatible with CMOS back-end technology is given by the combination of lithographic structuring and the electrochemical deposition of the functional thick films into pre-structured cavities. A material class that provides both, high power factors and sufficiently high thermal conductivity for the removal of waste heat, is given by metallic alloys. This paper will therefore provide experimental details of the processing technology of integrated micro-scale thermoelectric devices and a discussion of high power factor materials for thermoelectric devices.