We present a concise review of the physics of ultra-cold dipolar gases, based mainly on the theoretical developments in our own group. First, we discuss shortly weakly interacting ultra-cold trapped dipolar gases. Dipolar Bose-Einstein condensates exhibit non-standard instabilities and the physics of both Bose and Fermi dipolar gases depends on the trap geometry. We focus then the second part of the paper on strongly correlated dipolar gases and discuss ultra-cold dipolar gases in optical lattices. Such gases exhibit a spectacular richness of quantum phases and metastable states, which may perhaps be used as quantum memories. We comment shortly on the possibility of superchemistry aiming at the creation of dipolar heteronuclear molecules in lattices. Finally, we turn to ultra-cold dipolar gases in artificial magnetic fields, and consider rotating dipolar gases, that provide in our opinion the best option towards the realization of the fractional quantum Hall effect and quantum Wigner crystals.