By development of wireless network usage, implementing security in those networks seems to be critical. Authentication and key agreement are central problems to build up secure infrastructure for networks. On the other hand, most of the upcoming wireless networks are going from homogeneous networks toward heterogeneous ones. The phenomenon of the heterogenesis in wireless networks could be studied from two points of view: first, wireless network consists of a set of networks with various communication standards. Second, the computation ability and communication range of the mobile nodes are different. The purpose of this thesis is to investigate the authentication protocols in the heterogeneous wireless networks (with respect to node types in network or communication standards). From the first heterogenesis point of view, in this thesis we proposed a practical accounting and authentication protocol for 3G-WLAN networks that not only possesses higher performance than earlier protocols (by reducing computations of mobile terminals), but also includes non-repudiation of service so that all of the nodes in the network without any argument can believe that the mobile accounting is valid. By the second heterogenesis point of view, recent researches indicate scalability problems for flat ad hoc networks. To address the issue of scalability, self-organizing hierarchical ad hoc architectures are being investigated. In this thesis, we explore the task of providing entity authentication for hierarchical ad hoc sensor networks. Our sensor network consists of devices with varying levels of computational and communication capabilities. Using this hierarchical network, both the routing efficiency and its security have been drastically improved. In these networks, designing the authentication and key agreement algorithms should be done so that the minimum computational and processing load imposes on low power sensor nodes. In this thesis, we present a new type of TESLA certificate to authenticate high power nodes to sensor ones. Our protocol also imposes few control messages on the network. Since sensor nodes need to communicate with each other, it is necessary to make a shared key between them. Conventional symmetric key agreement models try to achieve key agreement between all