The ability to routinely put such observatories in orbit has led to entirely new fields of astronomy devoted to observations at wavelengths other than visible. The following table summarizes some of the characteristic phenomena that are studied at various wavelengths.

Wavelength
Characteristic Object
Gamma-Ray
Compact object which collapsed
X-Rays
Neutron stars
Ultraviolet
Hot stars, quasars
Visible
Stars
Infrared
Red giant stars, galactic nuclei
Far-IR
Protostars, dust, planets
Millimeter
Cold dust, molecular clouds
cm Radio
HI 21-cm line, pulsars

(Table adapted from http://instruct1.cit.cornell.edu/~tlh10/lec12.htm.) Here is a link to NASA SkyView, which allows you to obtain views of different parts of the sky at different wavelenghts.