Relativistic jets are a ubiquitous feature of radio-loud Active Galactic Nuclei, connecting the central powerhouse to the distant regions of the source, out in the interstellar space. Jets were historically discovered at radio wavelengths, where most of the clues about their physical properties (emission mechanisms, plasma velocities, energetic) were first derived. A new window on our understanding of jets in AGN was opened by the Hubble Space Telescope in the optical/UV, and, more recently, by the Chandra X-ray Observatory. I will discuss recent findings on jets based on our Chandra and HST survey of a well- defined sample of radio jets. These observations are revealing that high-energy emission is common from jets on kiloparsec scales, opening new and important questions about their physics. Results from our deeper Chandra and multicolor HST observations of selected targets will also be presented.