Competing orders in strongly correlated systems lead to rich phase diagrams comprising many electronic phases, such as superconductivity, charge/spin density wave, charge order, or bad metallicity. These phases are generically sensitive to a variety of parameters, for example temperature, magnetic field, dimensionality, presence of disorder, geometrical frustration. In this thesis, we employ electronic transport measurements under high pressure on few model compounds to gain insight into the complex physics of strongly correlated compounds. The transport coefficients, resistivity and thermoelectric power, shed light onto conduction processes and the thermodynamics. The pressure is a perfect tool to investigate competition of different ground states: by modifying the lattice parameters, it can tune the interactions without introducing disorder. Several representative compounds were chosen for this study. In the first part, we focus on the transport properties of the quasi-one dimensional BaVS3. The main characteristic of this 3d1 system is the coexistence of a broad one-dimensional dz2 electronic band and a narrow isotropic eg band at the Fermi level. The suppression of the insulating phase by high pressure leads to a non-Fermi liquid phase. We showed that magnetic field does not recover the Fermi liquid behavior, and that the disorder pushes the system further into non-Fermi liquid state. This is at variance with what has been observed in other non-Fermi liquid compounds, and confirms the novelty of the mechanism for non-Fermi liquid behavior in BaVS3. To achieve better understanding of the role of the localized electrons, we investigated systematically the influence of disorder. In addition, we studied the properties of the BaVSe3, which due to the reinforced interchain interactions may be considered as the high-pressure counterpart of BaVS3. The system is a metallic ferromagnet, in which the strong interaction of dz2 and eg electrons dictates the behavior of transport coefficients. In the following part we studied the rich physics of quasi-one dimensional β-vanadium bronzes. In the stoichiometric β-SrV6O15, we followed the pressure dependence of the semiconductor-insulator transition by resistivity and thermopower. We found evidence suggesting that the ground state is charge ordered. Under pressure, the changing character of the transport coefficients implied a competition of different ground states. Moreover, we observed resistive switching in the insulating phase. When strontium doping is decreased, in SrxV6O15 and x < 1, the disorder starts governing the physics of the system. The off-stoichiometric compounds are characterized by the absence of phase transition, absence of resistive switching, and possibly by the presence of polarons. We also found resistive switching in another charge ordered transition-metal oxide, Fe2OBO3. This system shows an interplay of commensurate and incommensurate charge order. The switching is restricted to the incommensurate phase, whose origin probably lies in the geometrical frustration of the interactions between iron atoms. With pressure we enhance the Coulomb repulsion, and the incommensurate phase shrinks in temperature. In the final part, we address the high-pressure transport of a superconductor on a geometrically frustrated pyrochlore lattice, ΚOs2O6. The potassium atoms are enclosed in oversized cages and their rattling motion introduces a localized low-energy mode. The transport coefficients in this compound are highly anomalous: the resistivity shows no saturation at low temperatures, and the scythe-shaped thermoelectric power is reminiscent of the one observed in cuprates. We were able to reproduce the temperature and pressure dependence of the transport coefficients within a simple model of the density of states.