Recent advances in radio-frequency (RF) and millimeter-wave (mmW) photonics are reviewed with emphasis on our research in broadband radio-over-fiber system architectures, photonic generation and processing of RF and mmW signals, and optoelectronic device design for mmW photonics applications. Future system design challenges are also discussed. In particular, the concept of substrate integrated circuits (SICs) is shown to have great potentials in the design of highly integrated mmW circuits as well as traveling-wave optoelectronic devices, which are critical to the development of future RF and mmW photonic systems for broadband wireless access and sensor applications.