This presentation is dedicated to the study of various X-ray binary systems harboring accreting stellar mass black holes (or candidates) through the spectral and timing properties of the high energy 3 keV-1 MeV emission. I will sometimes complete my XMM/RXTE/INTEGRAL analysis by observations performed in other wavelength (radio, near-infrared and optical). After a brief summary of accretion physics phenomena and (both thermal/non-thermal Comptonisation) modelisations of high energy processes, I will then turn towards the deep analysis and interpretations I have performed on several black hole X-ray binary systems chosen properly: the persistent black hole source Cygnus X-1 which has been studied since several years and surprised us by a high-energy excess detected; two new transient sources, XTE J1720-318 located in the galactic bulge and SWIFT J1753.5-0127, probably situated in the halo. These two latter sources provide interesting informations, the first one about spectral transitions and the second one which does not seem to follow the usual radio/X-ray luminosity correlation. I will also detail my work on H 1743-322, recently identified by INTEGRAL as the HEAO source discovered in 1977, and on three (almost) persistent microquasars with superluminal jets, 1E 1740.7-2942, GRS 1758-258 and GRS 1915+105. For the studied set of sources, I will show evolution of their spectral parameters and discuss their links with each other during different states and transitions to define properties of the two different thermal X/gamma-ray emitting media and the contribution of non-thermal component. I will point out that the relative geometry also changes during spectral transitions. As a conclusion, I will discuss and compare my results in the framework of theoretical models to explain the observations presented.