About 10% of accreting supermassive black holes at the center of galaxies (AGNs) are capable of launching extreme relativistic jets. When pointed close to our line of sight, these are called blazars. These AGNs and their jets have been studied for decades, from radio up to gamma-rays. However, many open questions still remain about the processes powering these powerful monsters. When, in the history of time, were the most luminous jets more numerous, and what is their connection with fast supermassive black-holes growth in the early universe? Are the radiating particles leptons or hadrons? Where along the jet does most of the emission come from? Is the so-called ‘blazar sequence’ real or just a selection effect? In this talk, I will highlight how we can tackle some of these open issues through means of multiwavelegth studies, and in particular exploiting the capabilities of current X- and gamma-ray experiments. I will also give an outlook for blazars science in view of a future high-energy missions (e.g. COSI, CTA, HEX-P), and underline prospects for neutrino detection.