The anisotropic physical properties of MgB2, cuprate and iron-based high-Tc superconductors are presented. The first considered aspect are the two fundamental length scales, namely the coherence length and the penetration depth. In polycrystalline cuprate and iron-based superconductors, the critical current density Jc is limited by high-angle grain-boundaries acting as weak links. The weak link behavior of cuprate and iron-based high-Tc superconductors is compared. The use of low-Tc superconductors for superconducting magnets is limited by the upper critical field. In high-Tc superconductors, there exists between the lower and the upper critical field an irreversibility field above which flux lines cannot be pinned, and hence Jc = 0. The use of high-Tc superconductors is therefore limited by the irreversibility field, which is typically much lower than the upper critical field. In addition to the critical field data, the normal state resistivity, the thermal conductivity, and the specific heat of MgB2 and high-Tc superconductors are described. These material properties are frequently needed for the design of superconducting magnets.