Let W be an affine variety equipped with an action of a reductive group G. The invariant Hilbert scheme is a moduli space which classifies the G-stable closed subschemes of W such that the affine algebra is the direct sum of simple G-modules with previously fixed finite multiplicities. In this thesis, we first study the invariant Hilbert scheme, denoted H. It parametrizes the GL(V)-stable closed subschemes Z of W=n1 V oplus n2 V^* such that k[Z] is isomorphic to the regular representation of GL(V) as GL(V)-module. If dim(V) W//G is a resolution of singularities of the quotient W//G. However, if dim(V)=3, we show that H is singular. When dim(V) End(V). We study the invariant Hilbert scheme H' which parametrizes the subschemes included in mu^{-1}(0). We show that H' is always reducible, but that its main component Hp' is smooth if dim(V)<3. In this case, the Hilbert-Chow morphism is a resolution of singularities (sometimes a symplectic one) of the quotient mu^{-1}(0)//G. When dim(V)=3, we describe Hp' as the total space of a homogeneous vector bundle over a flag variety. Finally, we get similar results when we replace GL(V) by some other classical group (SL(V), SO(V), O(V), Sp(V)) acting first on W=nV, then on the zero fiber of the moment map.