Methods of forming substrates having two-sided microstructures therein include selectively etching a first surface of the substrate to define a plurality of alignment keys therein that extend through the substrate to a second surface thereof. A direct photolithographic alignment step is then performed on a second surface of the substrate by aligning a photolithography mask to the plurality of alignment keys at the second surface. This direct alignment step is performed during steps to photolithographically define patterns in the second surface.