  We discuss non-perturbative QCD contributions to jet observables, computing
their dependence on the jet radius R, and on the colour and transverse momentum
of the parton initiating the jet. We show, using analytic QCD models of power
corrections as well as Monte Carlo simulations, that hadronisation corrections
grow at small values of R, behaving as 1/R, while underlying event
contributions grow with the jet area as R^2. We highlight the connection
between hadronisation corrections to jets and those for event shapes in e^+e^-
and DIS; we note the limited dependence of our results on the choice of jet
algorithm; finally, we propose several measurements in the context of which to
test or implement our predictions. The results presented here reinforce the
motivation for the use of a range of R values, as well as a plurality of
infrared-safe jet algorithms, in precision jet studies at hadron colliders.
