Shape memory wires were trained under constant stress in order to introduce a uniaxial shape memory effect by a thermomechanical treatment. These investigations were carried out on three different alloy systems (NiTi, NiTiW and CuAlNi) with different microstructures (cold-worked and annealed condition, with and without particles, large and small grain size). Several thousand thermal cycles were performed on the trained shape memory elements, continuously observing the changes in the deformation behaviour. The influence of the microstructure on development and stability of the intrinsic two-way shape memory effect has been discussed. Furthermore, this work deals with the production of thin specimens of shape memory alloys by melt-spinning and splat-cooling, the training procedure and their characterization with respect to microstructure and functional properties.