Emphasis is placed on the advantages of combining simultaneous thermal analysis methods (TG-DTA-DTG) with other complementary physico-chemical techniques for investigating synthesis and various properties of zeolites belonging to the pentasil family. TG and DTA give quantitative information on the dehydration and decomposition of organic guest molecules that interact with intermediate phases obtained during hydrothermal transformation of amorphous aluminosilicate gels into crystalline zeolites. In particular, weight losses (TG) and heat effects (DTA) due to the oxidative decomposition of tetrapropylammonium ions occluded in an intermediate phase have been related to the amount of zeolite ZSM-5 present. As a result, very small particles of this zeolite, amorphous to X-rays, could be detected in the early stages of the crystallization process. Isothermal sorption of small hydrocarbon molecules (n-hexane, 3-methyl-pentane) is used to probe the intracrystalline pore volume of zeolite ZSM-5. The total hydrocarbon uptake (TG) and the shape of the corresponding DTA peak are sensitive to steric modifications of the ZSM-5 channel system by various chemicals, while the sorption rates are better correlated to the extent of zeolite surface poisoning by boron or carbon. TG-DTA data provide an easy means of describing the filling and packing of n-hexane in ZSM-5 pore structure. Various steps characterizing isothermal competitive sorptions (nitrogen, ethylene, water) or catalytic conversions at high temperature (ethylene, methanol) over H-ZSM-5 are described. Finally, the progressive formation (removal) of carbonaceous residues resulting from these transformations are related to the actual rate of de-activation (re-activation) of a zeolitic material. In this respect, three different synthetic zeolites, namely mordenite, offretite and H-ZSM-5, which differ by their shape-selective properties and structure of their channel network, are investigated by TG.