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Strongly interacting gases of ultracold fermions have become an amazingly rich test-bed for many-body theories of fermionic matter. Here we present our recent experiments on these systems. Firstly, we discuss high-precision measurements on the thermodynamics of a strongly interacting Fermi gas across the superfluid transition. The onset of superfluidity is directly observed in the compressibility, the chemical potential, the entropy, and the heat capacity. Our measurements provide benchmarks for current many-body theories on strongly interacting fermions. Secondly, we have studied the evolution of fermion pairing from three to two dimensions in these gases, relating to the physics of layered superconductors. In the presence of p-wave interactions, Fermi gases are predicted to display toplogical superfluidity carrying Majorana edge states. Two possible avenues in this direction are discussed, our creation and direct observation of spin-orbit coupling in Fermi gases and the creation of fermionic molecules of 23Na 40K that will feature strong dipolar interactions in their absolute ground state.