  In this paper we study the mean of the first exit time from a bounded
interval of various L\'evy processes. We establish sharp two-sided estimates of
the mean for L\'evy processes under certain condition on their characteristic
exponents. We also study the cumulative distribution function of the supremum
and infimum processes. Finally, we establish integral conditions that assure
that the renewal function of the ladder height process is comparable with the
linear one.
