We present a review of the Supergiant Fast X-ray Transients (SFXT) Project, a systematic investigation of the properties of SFXTs with a strategy that combines Swift monitoring programs with outburst follow-up observations. This strategy has quickly tripled the available sets of broad-band data of SFXT outbursts, and gathered a wealth of out-of-outburst data, which have led us to a broad-band spectral characterization, an assessment of the fraction of the time these sources spend in each phase, and their duty cycle of inactivity. We present some new observational results obtained through our outburst follow-ups, as fitting examples of the exceptional capabilities of Swift in catching bright flares and monitor them panchromatically.