Magnetization noise is known to arise from thermal motion of elementary magnets comprising the sample under study. For macroscopic samples, this noise is extremely small and, in most cases, may be neglected. Still, under certain conditions, this noise can be made large enough to be reliably measured. Then, we may turn off any external perturbation and examine spectrum of this spontaneous noise in a nonperturbative way. A remarkable physics is that this spectrum, in conformity with the fluctuation-dissipation theorem, reflects linear magnetic susceptibility of the system (as, e.g., its ESR spectrum). This approach, seemed initially exotic, has now turned into a new, highly promising tool of research in semiconductor physics. In Russia, experiments in this field are carried out only in our group, in St.-Petersburg State University. A brief review of our recent results demonstrating unique capabilities of spin noise spectroscopy will be presented.