The rational use of Shape Memory Alloys as actuators or dampers requires a rigorous approach namely: (i) Thorough knowledge of the microstructure evolution, submitted to a stress-state, demands for a good micro-macro integration, (ii) Multi-axial mechanical tests under proportional and non-proportional loadings, (iii) A macroscopic phenomenological modelling of the Representative Elementary Volume (REV), (iv) A numerical implementation of the model into a finite element code, (v) Validation of the results through the correlation on structural tests. This presentation will elucidate on all of these topical areas for a more complete description of the deformation mechanics of this unusual material.