Optical waveguiding is demonstrated in porous silicon multilayers. Depth variations in porosity, and therefore refractive index, are achieved by switching between high and low current densities during the anodic etch process. Planar waveguiding has been demonstrated at lambda = 1.28 pm. The wavelength range has been extended to the visible (lambda = 0.6328 mu m) by oxidising the samples to produce layered porous oxide structures. Two-dimensional strip-loaded waveguides have been produced, for both the visible and infrared, by etching into each top layer through a pre-deposited photolithographically-defined mask.