In this paper, we revise our recent advances in study of high-efficient methods of sub cycle THz pulse generation and control of their wave shape. These methods are based on coherent control of low frequency oscillations in nonlinear medium excited by infrared femtosecond pulses. Our results showed the possibility of sub - and few-cycle pulse formation of controllable wave shapes: half-cycle, rectangular and triangular and single-cycle ones in THz, XUV and optical ranges.