We investigate the second-order nonlinear optical properties of a push-pull chromophore in different external and supramolecular environments, through a combined experimental and theoretical approach. In particular, we compare the first hyperpolarizability (beta) of a model dipolar and polarizable chromophore with that of a charged analogue and of a molecular dimer based on the chromophore itself. We find that the beta value of the model chromophore in solutions of low-polarity solvents is strongly affected by association effects, already at concentrations of 10(-3) M. The presence of a positive charge in close proximity to the chromophore is found to lead to a 100% increase of the beta response of the model push-pull chromophore. This effect is of major importance for biological applications, in particular when chromophores are used as markers in charged anisotropic environments. Finally, excitonic effects, beyond the Frenkel exciton approximation, are discussed for the dimer and found to be more important the higher the order of nonlinearity is.