Relativistic jets of plasma are a key ingredient of many types of Active Galactic Nuclei (AGN). Today we know that AGNs are powered by the accretion of inter stellar material into the gravitational field of a Super Massive Black Hole and that this process can release as much power as a whole galaxy, like the Milky Way, from a region that is comparable to the Solar System in size. Depending on the properties of the central energy source, a large fraction of this power can be involved in the acceleration of magnetized plasmas at relativistic speeds, to form large scale jets. The presence of jets affects the spectrum of AGNs through the emission of synchrotron radiation and Inverse Compton scattering of low energy photons, thus leading to a prominent non-thermal spectrum, some times extending from radio frequencies all the way up to $γ$-ray energies. Here we review some characteristic processes of radiation emission in AGN jets, which lead to the emission of photons in the radio, optical, X-ray and $γ$-ray bands, and we present the results of a spectroscopic campaign of optical counterparts. We discuss our observations and their connection with $γ$-ray properties in a scenario that traces the role of relativistic jets in different classes of AGNs, detected both in the local as well as in the remote Universe. ; Comment: 11 pages, 5 figures (3 in color), proceedings of the XXVIII School on Physics of Ionized Gases (SPIG), accepted for publication on the European Journal of Physics D