A specific methodology for determining density, isobaric thermal expansivity, isothermal and isoentropic compressibility, and isobaric and isochoric heat capacity of liquids as a function of temperature and pressure is analyzed in detail. The procedure is based on the experimental determination of both the density using the Anton Paar DMA512P vibrating tube densimeter and the isobaric heat capacity using the micro DSCII calorimeter from Setaram, which was recently adapted to operate up to 70 MPa. All properties are derived from these measurements using appropriate thermodynamic relations. To estimate the attained accuracy, densities for hexane, nonane, decane, undecane, dodecane, tridecane, tetradecane, 1-hexanol, and toluene were measured in the temperature interval of (283.15 to 323.15) K and at selected pressures between (0.1 and 60) MPa. Isobaric heat capacities for the same liquids (except toluene) were previously reported. The comparison between the complete set of properties for these liquids and selected literature data shows that this methodology allows us to get an accurate description of the thermodynamic behavior of liquids as a function of temperature and pressure.