This work reviews recent research efforts undertaken in the area non-equilibrium atmospheric plasma jets with special focus on experimental approaches. Physics of small non-equilibrium atmospheric plasma jets operating in kHz frequency range at powers around few Watts will be analyzed, including mechanism of breakdown, process of ionization front propagation, electrical coupling of the ionization front with the discharge electrodes, distributions of excited and ionized species, discharge current spreading, transient dynamics of various plasma parameters, etc. Experimental diagnostic approaches utilized in the field will be considered, including Rayleigh microwave scattering, Thomson laser scattering, electrostatic streamer scatterers, optical emission spectroscopy, fast photographing, etc. V