A technique for measuring the electrical resistivity and absolute thermopower is presented for pressures up to 30 GPa, temperatures down to 25 mK and magnetic fields up to 10 T. With the examples of CeCu2Ge2 and CeCu2Si2 we focus on the interplay of normal phase and superconducting properties. With increasing pres- sure, the behaviour of CeCu2Ge2 evolves from that of an antiferromagnetically ordered Kondo system to that characteristic of an intermediate valence compound as the Kondo temperature increases by about two orders of magnitude. In the pressure window 8-10 < P < 20 GPa, a superconducting phase occurs which com- petes at low pressure with magnetic ordering. For CeCu2Si2 the effective mass of carriers is probed by both the coefficient of the Fermi liquid law and the ini- tial slope of the upper critical field. The magnetic instability is studied no- tably for CeRu2Ge2 and Yb-based compounds for which pressure-induced magnetic ordering tends to develop. Finally, contrary to conventional wisdom, we argue that in heavy fermions a large part of the residual resistivity is most likely not independent of temperature; tentatively ascribed to Kondo hole, it can be very pressure as well as sample dependent. [electrical resistivity, thermoelectric power, heavy fermion, magnetic order, superconductivity]