The brightest and most numerous discrete radio sources in the sky, radio galaxies and quasars, are powered by twin jets of plasma which emerge at relativistic speeds from very small regions at the centre of large elliptical galaxies, powered by mass infall on to supermassive black holes. The jets can carry material out to very large distances (millions of light years) where it forms balloon-like lobes. Until recently it has been impossible to make definite statements about the energy or the nature of the matter supplied by the jets, or the dynamics of the lobes as they expand into the external medium. This has meant that crucial questions about the generation of radio sources and their effect on their environment have gone unanswered. The situation has been revolutionized by the launch at the start of this decade of a new generation of X-ray observatories, Chandra and XMM-Newton. In this article, I explain why observations with these instruments have made such a difference, what we have learned as a result and why the community remains divided on some important features of the interpretation of the data.