Along this review, we focus on the study of several properties of modified gravity theories, in particular on black-hole solutions and its comparison with those solutions in General Relativity, and on Friedmann-Lemaitre-Robertson-Walker metrics. The thermodynamical properties of fourth order gravity theories are also a subject of this investigation with special attention on local and global stability of paradigmatic f(R) models. In addition, we revise some attempts to extend the Cardy-Verlinde formula, including modified gravity, where a relation between entropy bounds is obtained. Moreover, a deep study on cosmological singularities, which appear as a real possibility for some kind of modified gravity theories, is performed, and the validity of the entropy bounds is studied.
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