For many possible electronic applications as well as fundamental studies it is essential to fabricate epitaxial layered structures of insulators, semiconductors or normal metals together with high-temperature superconductors (HTS). However HTS materials have complex lattice structures and this makes it difficult to grow multilayers with sharp interfaces preserving epitaxiallity through the whole structure. In this work we describe transport measurements and microstructural analysis of YBa2Cu3O7-d / PrBa2Cu3O7-d / YBa2Cu3O7-d (YBCO / PBCO / YBCO) and Bi2Sr2CaCu2O8+d / Bi2Sr2YCu2O8+d / Bi2Sr2CaCu2O8+d (BSCCO / BSYCO / BSCCO) heterostructures deposited on (001) SrTiO3 substrates by using an in situ DC sputtering technique at high oxygen pressures. Conductance measurements on this type of multilayers showed a clear quasiparticle tunneling indicating a gap structure around 25 mV in the case of YBCO compounds, 30 - 35 mV and a zero bias anomaly in the case of BSCCO materials. We will discuss also the Josephson behavior of heterostructures based on BSCCO compounds.