Recent results from our work using ultrafast laser writing to fabricate waveguides and on-chip devices inside sulphide chalcogenide glasses are presented in this paper. Low loss single-mode (SM) and multi-mode (MM) waveguide arrays were successfully laser fabricated, for the first time to our knowledge, for operation in the whole near-IR (NIR) to mid-IR (MIR) range (1 to 11 mu m wavelengths). These waveguides are demonstrated to have numerical apertures (NA) which can exceed NA=0.2, therefore also allowing for low bend losses as well as direct coupling to QC lasers. We also demonstrate the control over the waveguide mode field diameters (MFDs) (at 1/e(2)) by changing the waveguide core sizes and index contrasts, achieving typical values of 44 mu m at 10.6 mu m, down to 6 mu m for telecom 1.55 mu m light. The optical nonlinear properties of these waveguides have also been preliminarily investigated. Using a femtosecond (fs) optical parametric amplifier system, the optical nonlinearity of bulk gallium lanthanum sulphide (GLS) glass was first measured at 2.5 mu m. The upper limits for the nonlinear properties of the laser modified material could be estimated based upon the nonlinear spectral broadening of a 2.5 mu m fs pulse train coupled into SM waveguides. Further work includes the demonstration of on-chip three dimensional (3D) beam combiners for the MIR range (10.6 mu m in this work), for near future implementation in astronomical observatories for stellar interferometry.