Relativistic jets from accreting stellar mass black holes and neutron stars have, in recent years, been recognised as a common phenomenon which shares much physics with the accretion and jet formation process in AGN. In this talk I will discuss the near-ubiquity of these jets, how the formation and power of the jet outflow couples to the characteristics of the inflow, as observed primarily in the X-ray band, and briefly touch on the relevance of this coupling for studies of AGN. I will further discuss differences and similarities between jets from black holes and neutron stars, and how these provide us with clues to the energy source for jets and/or further evidence for the existence of black hole event horizons. Finally, I will present new results on arcsec-scale jets from X-ray binaries, observed not only in the radio band but in X-rays with Chandra.