Metal oxide nanostructures are promising electrode materials for lithium-ion batteries and supercapacitors because of their high specific capacity/capacitance, typically 2–3 times higher than that of the carbon/graphite-based materials. However, their cycling stability and rate performance still can not meet the requirements of practical applications. It is therefore urgent to improve their overall device performance, which depends on not only the development of advanced electrode materials but also in a large part “how to design superior electrode architectures”. In the article, we will review recent advances in strategies for advanced metal oxide-based hybrid nanostructure design, with the focus on the binder-free film/array electrodes. These binder-free electrodes, with the integration of unique merits of each component, can provide larger electrochemically active surface area, faster electron transport and superior ion diffusion, thus leading to substantially improved cycling and rate performance. Several recently emerged concepts of using ordered nanostructure arrays, synergetic core-shell structures, nanostructured current collectors, and flexible paper/textile electrodes will be highlighted, pointing out advantages and challenges where appropriate. Some future electrode design trends and directions are also discussed.