The vast majority of known planets do not orbit the Sun. Exoplanets are being discovered at an unprecedented rate, but we know precious little about them aside from mass, incident stellar flux, and sometimes bulk density. To understand what these worlds are like we need to know their climate. I will describe what we have learned so far from observations of short-period, gas giant planets using state of-the-art telescopes. Extending these studies to Earth-like planets will most likely require expensive space missions, and it is worth studying which measurement suites best constrain simple climate models. I will describe how the changing color and brightness of a terrestrial exoplanet, at both visible and thermal wavelengths, can be used to constrain its surface conditions and climate.