Gravitational Wave Astronomy is becoming a reality as Earth-based interferometric gravitationalwave detectors reach the design sensitivities and move towards advanced configurations that may lead to gravitational-wave detections in the immediate future. In this contribution, I briefly summarize the basic characteristics of this new area, the discovery prospects and the potential for fundamental physics. Then, I present results of some investigations of two different sources of gravitational waves that are potential targets for present and future planned observatories. First, I will discuss the generation of gravitational radiation by non-linear effects arising from the coupling between radial and non-radial oscillations of neutron stars, which may produce distinctive gravitational-wave signatures. The gravitational radiation emitted by these sources is in the frequency band of Earth-based detectors. And second, I will discuss the gravitational-wave emission during the inspiral of extreme-mass-ratio compact binaries. In this case, the gravitational waves have low frequencies, inside the frequency band of space observatories like LISA.