The RF harmonic distortion of coplanar waveguides (CPWs) fabricated on AlGaN/GaN HEMT heterostructures grown on both high-resistivity Si (GaN-on-Si) and semi-insulating SiC (GaN-on-SiC) substrates is reported for the first time. The loss performance and the nonlinear behavior of the CPW lines were experimentally characterized using both small- and large-signal measurements. From 100 MHz to 20 GHz, low loss (less than 0.3 dB/mm at 20 GHz) was achieved; the attenuation of CPW lines on the GaN-on-Si substrate is ~0.05 dB/mm higher than that of the GaN-on-SiC substrate. The harmonic distortion levels of the GaN-on-Si substrate and GaN-on-SiC were also evaluated experimentally; in contrast to the small-signal loss, more significant differences in second- and third-order nonlinearity, and thus intermodulation, are observed between Si and SiC substrates. Large-signal characterization of the GaN-on-Si substrate was carried out over temperature from 25 °C to 175 °C. Due to increases in substrate conductivity with temperature, the harmonic distortion levels are found to increase significantly at temperatures above 75 °C.