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The space weather discipline involves different physical scenarios, which are characterised by very different physical conditions, ranging from the Sun to the terrestrial magnetosphere and ionosphere. Thanks to the great modelling effort made during the last years, a few Sun-to-ionosphere/thermosphere physics-based numerical codes have been developed. However, the success of the prediction is still far from achieving the desirable results and much more progress is needed. Some aspects involved in this progress concern both the technical progress (developing and validating tools to forecast, selecting the optimal parameters as inputs for the tools, improving accuracy in prediction with short lead time, etc.) and the scientific development, i.e., deeper understanding of the energy transfer process from the solar wind to the coupled magnetosphere-ionosphere-thermosphere system. The purpose of this paper is to collect the most relevant results related to these topics obtained during the COST Action ES0803. In an end-to-end forecasting scheme that uses an artificial neural network, we show that the forecasting results improve when gathering certain parameters, such as X-ray solar flares, Type II and/or Type IV radio emission and solar energetic particles enhancements as inputs for the algorithm. Regarding the solar wind-magnetosphere-ionosphere interaction topic, the geomagnetic responses at high and low latitudes are considered separately. At low latitudes, we present new insights into temporal evolution of the ring current, as seen by Burton’s equation, in both main and recovery phases of the storm. At high latitudes, the PCC index appears as an achievement in modelling the coupling between the upper atmosphere and the solar wind, with a great potential for forecasting purposes. We also address the important role of small-scale field-aligned currents in Joule heating of the ionosphere even under non-disturbed conditions. Our scientific results in the framework of the COST Action ES0803 cover the topics from the short-term solar-activity evolution, i.e., space weather, to the long-term evolution of relevant solar/heliospheric/magnetospheric parameters, i.e., space climate. On the timescales of the Hale and Gleissberg cycles (22- and 88-year cycle respectively) we can highlight that the trend of solar, heliospheric and geomagnetic parameters shows the solar origin of the widely discussed increase in geomagnetic activity in the last century.