We discuss some general methodology used to study stochastic systems outside of equilibrium, be it mechanical or thermal equilibrium via the use of the Master equation or Langevin-like methods. We apply these methods to the following problems in non-equilibrium statistical mechanics: The nonlinear dynamics of semiflexible filaments networks under load, the position-velocity distribution of an ion trapped in an RF-trap in the presence of two different buffer gasses at different temperatures, and the response function of two harmonically coupled particles near a mechanical phase transition interacting with a non-Gaussian and Gaussian, white noise source. We find that the movement of a tracer particle in semiflexible networks is governed by single filament crosslinker rupture events. For the ion trapped in the RF-trap, we find non-Maxwellian probability distributions for the system far from equilibrium but in a steady state. We find the response function for the two harmonically coupled particles shows new interactions with the dissipative background due to the introduction of non-Gaussian noise in a spatially asymmetric fashion to lowest order in perturbation theory. Finally we discuss extensions of the methods used to future work.