The application of ionic liquids (ILs) has grown enormously, from their use as simple solvents, catalysts, media in separation science, or electrolytes to that as task-specific, tunable molecular machines with appropriate properties. A thorough understanding of these properties and structure–property relationships is needed to fully exploit their potential, open new directions in IL-based research and, finally, properly implement the appropriate applications. In this work, we investigated the structure–properties relationships of a series of alkyltriethylammonium bis(trifluoromethanesulfonyl)imide [TEA-R][TFSI] ionic liquids in relation to their thermal behavior, structure organization, and self-diffusion coefficients in the bulk state using DSC, FT-IR, SAXS, and NMR diffusometry techniques. The phase transition temperatures were determined, indicating alkyl chain dependency. Fourier-transformed infrared spectroscopy studies revealed the structuration of the ionic liquids along with alkyl chain elongation. SAXS experiments clearly demonstrated the existence of polar/non-polar domains. The alkyl chain length influenced the expansion of the non-polar domains, leading to the expansion between cation heads in polar regions of the structured IL. 1H NMR self-diffusion coefficients indicated that alkyl chain elongation generally caused the lowering of the self-diffusion coefficients. Moreover, we show that the diffusion of anions and cations of ILs is similar, even though they vary in their size.