Abstract: Supermassive black hole binaries (SMBHBs) are thought to form as the result of galaxy mergers. They are expected to produce low-frequency gravitational waves (GWs) that can be detected by pulsar timing arrays (PTAs) and the future Laser Interferometer Space Antenna (LISA). SMBHBs that “light up” as active galactic nuclei (AGN) also emit electromagnetic (EM) radiation and may be observed at optical, X-ray, and other wavelengths. I will highlight some of the observational searches for SMBHBs that I have led, such as mining large time-domain survey datasets to look for the EM imprints of the binary orbital motion and coordinating space- and ground-based observations to test for the theoretically-predicted binary disk structure. I will discuss how these techniques can be applied to upcoming observatories to search for these rare objects and probe accretion physics in dynamic spacetimes. As PTAs and LISA are poised to detect GW signals from individual SMBHBs, they will also open a new discovery space and let us listen to the GW siren songs as the black holes are fated to coalesce. Finally, I will discuss how combining information from EM observations and GWs (i.e., “multi-messenger” observations) can enhance our abilities to detect and characterize these systems – and our experience of the spectacular cosmic song and dance.