We review both observational and theoretical aspects of the generation of auroral radio emissions at the outer planets, trying to organize the former in a coherent frame set by the latter. Important results have been obtained in the past few years on these radio emissions at the five magnetized planets, from the observations of Ulysses at Jupiter and of Wind and other Global Geospace Science spacecraft in Earth orbit, from the reanalysis of Voyager data about Saturn, Uranus, and Neptune, from ground-based high frequency-time resolution and full polarization measurements, and from pioneering multispectral observations of the Jovian and Saturnian aurorae (radio/UV/IR). In parallel, considerable progress has been made in their generation theory (Cyclotron-Maser operating in small-scale, laminar, hot-plasma-dominated radio source structures), mostly on the basis of in situ observations of terrestrial radio sources. Particle acceleration and precipitation is also better documented, thanks to in situ measurements in the Earth auroral zones and to multispectral studies of Jupiter and Saturn. Finally, the modeling of the planetary magnetic field and magnetospheric plasma at these two planets has also been considerably improved. To organize the wealth of observational results within a coherent theoretical frame, we emphasize unresolved questions (e.g., planetary radio bursts generation) and contradictions and propose ways to answer them. Our ability, already significant, to perform remote sensing of magnetoplasmas at the giant planets and, hopefully, at other distant radio sources (solar, stellar) in the near future, depends on the good understanding of the physical processes underlying the generation of auroral electromagnetic emissions. The question of the existence of exoplanetary radio emissions and the possibility to detect and study them is briefly discussed.