Comparing theoretical predictions with experimental data from hadron colliders is far from straightforward. The predictions concern fundamental objects (quarks, gluons, leptons, …) whereas the colliding and produced hadrons are complicated bound states. Furthermore, final states of interest usually contain high-energy jets of many hadrons, together with underlying lower-energy hadron production. This talk will review the development of Monte Carlo event generators that aim to simulate such final states with well-defined theoretical precision, and of jet algorithms that reliably relate jets to fundamental objects. Comparisons with the latest Tevatron and LHC data will illustrate the value of these developments, and the places where further improvements are needed.