  We describe the transport properties of mesoscopic devices based on the two
dimensional electron gas (2DEG) present at the LaAlO$_3$/SrTiO$_3$ interface.
Bridges with lateral dimensions down to 500~nm were realized using electron
beam lithography. Their detailed characterization shows that processing and
confinement do not alter the transport parameters of the 2DEG. The devices
exhibit superconducting behavior tunable by electric field effect. In the
normal state, we measured universal conductance fluctuations, signature of
phase-coherent transport in small structures. The achievement of reliable
lateral confinement of the 2DEG opens the way to the realization of quantum
electronic devices at the LaAlO$_3$/SrTiO$_3$ interface.
