We prepared a series of MgB2 bulk samples under different temperatures, holding time and increasing rates in temperature by the solid state reaction. The thermodynamic behavior and phase formation in the Mg-B system were studied by using DTA, XRD and SEM. The results indicate that the formation of the MgB2 phase is very fast and the high increasing rate in temperature is necessary to obtain high quality MgB2. In addition, the effects of the Zr-doping in Mg1−xZrxB2 bulk samples fabricated by the solid state reaction at ambient pressure on phase compositions, microstructure and flux pinning behavior were investigated by using XRD, SQUID magnetometer, SEM and TEM. Critical current density Jc can be significantly enhanced by the Zr-doping and the best data are achieved in Mg0.9Zr0.1B2. For this sample, Jc values are remarkably improved to 1. 83 × 106 A/cm2 in self-field and 5.51 × 105 A/cm2 in 1 T at 20K. Also, high quality MgB2/Ta/Cu wires and tapes with and without Ti-doping, MgB2/Fe wires and 18 filament MgB2/NbZr/Cu tapes were fabricated by the powder-in-tube (PIT) method at ambient pressure. The phase compositions, microstructure features and flux pinning properties were studied. The results suggest that Fe is the best metal for these sheaths. MgB2/Fe wires exhibit very high Jc at high temperatures and high fields. Jc values reach as high as 1.43 × 105 A/cm2(4. 2K, 4T) and 3.72 × 104 A/cm2 (15K, 4T).