While ballistic transport has been mostly investigated at low temperatures in small-band-gap III-V materials, the large optical phonon energy, high electron mobility and small sidewall depletion of wide-band-gap GaN heterostructures allows ballistic transport at room temperature and relatively large bias in nanoscale devices, enabling practical applications. Here, we investigate the electron transport, semi-classical and quantum effects using mesoscopic ballistic filters in AlGaN/GaN heterostructures. A sharp negative bend resistance, characteristic of ballistic transport, is observed until high temperatures (250 K), and large bias (100 mV). Ballistic transport is correlated with semi-classical and quantum effects in a Hall configuration under magnetic field, which reveals quenching of Hall resistance, manifestation of the “last plateau”, universal quantum fluctuations and weak localization. Furthermore, a pronounced non-linear response of the device is used for second harmonic generation, which combined to the fast transport of ballistic electrons and the capability of III-Nitrides to operate at very high frequencies, could offer a pathway to future ballistic devices working in the THz range.