As hadron collider physics continues to push the boundaries of precision, it becomes increasingly important to have methods for predicting properties of jets across a broad range of jet radius values R, and in particular for small R. In this paper we resum all leading logarithmic terms, α n s ln n R 2 , in the limit of small R, for a wide variety of observables. These include the inclusive jet spectrum, jet vetoes for Higgs physics and jet substructure tools. Some of the quantities that we consider are relevant also for heavyion collisions. Furthermore, we examine and comment on the underlying order-by-order convergence of the perturbative series for different R values. Our results indicate that small-R effects can be substantial. Phenomenological studies will appear in a forthcoming companion paper.