In this work we present the details regarding the fabrication process of pedestal based optical waveguides, using different materials with large optical nonlinearities as core layer. With the pedestal fabrication process it is possible to use novel materials that are highly inert to chemical etchants or alloys composed of heavy metal elements, since this technique does not require etching of the core material itself. Lateral confinement of light is performed through the fabrication of pedestals by Reactive Ion Etching (RIE) on the lower cladding. The last step in the fabrication process is the deposition of the core layer and, for this reason, etching this layer is no longer necessary. The materials used as core layer are Aluminum Nitride and Titanium oxynitride films, due to the fact that these materials present a great potential for the fabrication of Nonlinear Optics integrated devices.