Magnetic activity has played a key role in the formation and angular momentum evolution of our Sun and continues to power its radio and high energy output. The associated radiative output and magnetized plasma outflow (solar wind) dominates the local space environment of solar system planets, including Earth, particularly during flares and CMEs. Radio observations are a powerful trace of these phenomena, both through the radio bursts produced during flares and CMEs and the low frequency auroral radio emission produced by magnetized planets experiencing magnetic storms, the latter a key diagnostic for the presence and strength of planetary magnetic fields. I will talk about new experiments at Caltech's Owens Valley Radio Observatory (OVRO), dedicated to the detection of such space weather on nearby stellar and planetary systems. These includes the Starburst program, dedicated to the detection and imaging of coronal mass ejections on nearby stars, and the Owens Valley Long Wavelength Array, which aims to detect the auroral radio emissions from nearby exoplanets. The latter is particularly innovative, consisting of 288 antennas, combined to image the entire viewable sky every second from 25-85 MHz. This facility recently saw first light and is currently aiming to provide the first measurement of magnetic fields on extrasolar planets. Finally, I will also discuss the recent detection of similar aurorae, both optical and radio, from brown dwarfs, which has allowed us to place the strongest constraints yet achieved on dynamo theory in the substellar regime.