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An attempt is made to give a unified and generalized formulation of a class of high resolution, explicit and implicit shock capturing methods, and to illustrate their versatility in various steady and unsteady complex shock wave computations. Included is a systematic review of the basic design principle of the various related numerical methods. Special emphasis is on the construction of the basis nonlinear, spatially second and third order schemes for nonlinear scalar hyperbolic conservation laws and the methods of extending these nonlinear scalar schemes to nonlinear systems via the approximate Riemann solvers and the flux vector splitting approaches. Generalization of these methods to efficiently include equilibrium real gases and large systems of nonequilibrium flows are discussed. Some issues concerning the applicability of these methods that were designed for homogeneous hyperbolic conservation laws to problems containing stiff source terms and shock waves are also included. The performance of some of these schemes is illustrated by numerical examples for 1-, 2- and 3-dimensional gas dynamics problems.