Emerging new applications and growing demands of plasma-sprayed coatings initiate the development of new materials. Regarding ceramics, often complex compositions are employed to achieve advanced material properties, e.g., high thermal stability, low thermal conductivity, high electronic and ionic conductivity as well as specific thermo-mechanical properties and microstructures. Such materials however, often involve particular difficulties in processing by plasma spraying. The inhomogeneous dissociation and evaporation behavior of individual constituents can lead to changes of the chemical composition and the formation of secondary phases in the deposited coatings. Hence, undesired effects on the coating characteristics are encountered. In this work, examples of such challenging materials are investigated, namely pyrochlores applied for thermal barrier coatings as well as perovskites for gas separation membranes. In particular, new plasma spray processes like suspension plasma spraying and plasma spray-physical vapor deposition are considered. In some cases, plasma diagnostics are applied to analyze the processing conditions.