Micro Electro-Mechanical Systems (MEMS) are currently being considered in the space sector due to its suitable level of performance for spacecrafts in terms of mechanical robustness with low power consumption, small mass and size, and significant advantage in system design and accommodation. However, there is still a lack of understanding regarding the performance and testing of these new sensors, especially in planetary robotics. This paper presents what is missing in the field: a complete methodology regarding the characterization and modeling of MEMS sensors with direct application. A reproducible and complete approach including all the intermediate steps, tools and laboratory equipment is described. The process of sensor error characterization and modeling through to the final integration in the sensor fusion scheme is explained with detail. Although the concept of fusion is relatively easy to comprehend, carefully characterizing and filtering sensor information is not an easy task and is essential for good performance. The strength of the approach has been verified with representative tests of novel high-grade MEMS inertia sensors and exemplary planetary rover platforms with promising results.