Geometrical effects in optical nanostructures on nanoscale can lead to interesting phenomena such as inhibition of spontaneous emission,(1,2) high-reflecting omnidirectional mirrors, structures that exhibit low-loss-waveguiding,(3) and light confinement.(4,5) Here, we demonstrate a similar concept of exploiting the geometrical effects on nanoscale through precisely fabricating lithium niobate (LiNbO3) nanocones arrays devices. We show a strong second harmonic generation (SHG) enhancement, shape and arrangement dependent, up to 4 times bigger than the bulk one. These devices allow below diffraction limited observation, being perfect platforms for single molecule fluorescence microscopy(6) or single cell endoscopy.(7) Nanocones create a confined illumination volume, devoid from blinking and bleaching, which can excite molecules in nanocones proximity. Illumination volume can be increased by combining the SH enhancement effect with plasmon resonances, excited thanks to a gold plasmonic shell deposited around the nanostructures. This results in a local further enhancement of the SH signal up to 20 times. The global SH enhancement can be rationally designed and tuned through the means of simulations.