There are many tunable properties in the tetragonal tungsten-bronze (TTB) structure, and this is important in the quest for materials with new capabilities for electronics. After the flexible perovskite structure, the TTBs are, probably, the most versatile materials nowadays, because of the presence in their structure of different channels that can be filled with many different cations that tune dielectric, ferroelectric, piezoelectric or even magnetoelectric properties, and also due to their intrinsic structural anisotropy. Probably the most studied TTB is (Sr,Ba)Nb2O6 (SBN), in which the amount of Sr in the structure, and the vacancies formed, can change its dielectric behavior from a regular ferroelectric to a relaxor ferroelectric. Similar change can be produced also using Ca instead of Sr, although in a minor scale. Precisely the role played by these two cations is the key to understand the origin of the ferroelectricity and the dielectric behavior in these compounds. Not only in the way they affect the lattice dynamical behavior (atomic vibrations), but also in the way microstructures and nanostructures are formed (micro and nananodomains, polar nanoregions, mesoscopic correlated clusters). In this work I will show results taken in these materials using broad-band spectroscopy (dielectric and coaxial spectroscopy together with THz spectroscopy and Far IR spectroscopy) to cover the frequency range 10-1014 Hz in the dielectric response, together with Raman, Brillouin and Resonant ultrasound spectroscopies.