There exists a need for compact, reliable, high-power electron sources for applications including those in industry, basic science, medical science and security. There also exists a need for compact electron-beam based light and power sources of various power levels and at different frequencies (mm-wave to gamma rays) for applications also in the fields of basic science, industry, and security. Today's examples of high-average-power electron sources are neither very compact nor highly efficient. The same may be said for many of the electron-beam based light sources operated worldwide for a myriad of applications. Recent breakthroughs in superconducting (SC) materials technology, radio-frequency (RF) power systems, specialized cathodes, and RF cavity designs offer ways to overcome the above-mentioned shortcomings. In this dissertation, all of these new features are integrated in a comprehensive design into one promising concept for a compact superconducting RF (SRF) high-average power electron linear accelerator. This integrated design is capable of 5--50 kW average electron beam power and continuous-wave operation with the corresponding electron beam energy up to 10 MeV. In addition, the community also has a need for compact sources for many different wavelength regimes, as well as a variety of peak and average powers. Specifically, we are also exploring a novel continuous wave terahertz source designed from using basic principles of the beam manipulation methods used in free-electron laser (FEL) light sources.