Modern radar systems are expected to operate reliably in congested environments under cost and power constraints. A recent technology for realizing such systems is frequency agile radar (FAR), which transmits narrowband pulses in a frequency hopping manner. To enhance the target recovery performance of FAR in complex electromagnetic environments, we propose two radar schemes extending FAR to multi-carrier waveforms. The first is Wideband Multi-carrier Agile Radar (WMAR), which transmits/receives wideband waveforms simultaneously with every antenna. To avoid the increased cost associated with wideband waveforms used by WMAR, we next propose multi-Carrier AgilE phaSed Array Radar (CAESAR). CAESAR uses narrowband monotone waveforms, thus reducing system complexity significantly, while introducing spatial agility. We characterize the transmitted and received signals of the proposed schemes, and develop an algorithm for recovering the targets, which combines concepts from compressed sensing to estimate the range-Doppler parameters of the targets. We derive conditions which guarantee their accurate reconstruction. Our numerical study demonstrates that both multi-carrier schemes improve performance compared to conventional FAR while maintaining its practical benefits. We also demonstrate that the performance of CAESAR, which uses monotone waveforms, is within a small gap from the more costly wideband radar.