Conduction electrons are responsible for many physical or chemical phenomena in condensed matter systems, and their behavior can be directly studied by electronic transport measurements. In conventional transport measurements, conductance or resistance is usually the focus. Such a measurement can be as simple as a quick two terminal DC check by a multi-meter, or a more sophisticated lock-in measurement of multiple higher harmonic signals synchronized to different frequencies. Conductance carries direct information about the quasi-particle density of states and the local electronic distributions, which are usually Fermi-Dirac distribution. Conductance is modified or dominated by scattering from defacts or interfaces, and could also reflect the spin-spin exchange interactions or inelastic couplings with phonons and photons. Naturally one can ask the question: is there anything else we can measure electronically, which carries extra information that a conductance measurement does not provide? One answer to this question is the electronic noise. While the conductance reflects the average charge conduction ability of a system, noise describes how the physical quantities fluctuate around their average values. Some of the fluctuations carry information about their physical origins. This thesis will focus on one particular type of the electronic noise shot noise, but other types of noise will also be introduced and discussed. We choose to measure the radio frequency component of shot noise, combining with a modulated lock-in detection technique, which provides a method to largely get rid of other unwanted low-frequency noise signals. Au atomic-scale junctions are the systems we studied here. Au is relatively well understood and will not generate too many complications, so it's ideal as the first platform for us to understand both shot noise itself and our RF technique. On the other hand, the atomic scale raises fundamental questions about electronic transport and local energy exchange and dissipation, which make our measurements fundamentally interesting. We employed two different types of mechanical controlled Au break junctions: the Scanning Tunneling Microscope(STM)-style Au break junctions, and the mechanically bending Au break junctions. We studied shot noise behaviors of individual configurations or ensemble averages over all the accessible configurations. Measurements were conducted at both room temperature and liquid He temperature. High quality shot noise measurements were demonstrated. New phenomena like anomalous excess noise enhancement at high bias voltages and non-zero shot noise variance below 1G0 were seen. We also found shot noise to be surprisingly insensitive to temperatures between 4.2K and 100K, and can be well described by the non-interacting approximation.