Transcription initiation is the crucial focal point of gene expression in prokaryotes. The key players in this process, sigma factors (σs), associate with the catalytic core RNA polymerase to guide it through the essential steps of initiation: promoter recognition and opening, and synthesis of the first few nucleotides of the transcript. Here we recount the key advances in σ biology, from their discovery 45 years ago to the most recent progress in understanding their structure and function at the atomic level. Recent data provide important structural insights into the mechanisms whereby σs initiate promoter opening. We discuss both the housekeeping σs, which govern transcription of the majority of cellular genes, and the alternative σs, which direct RNA polymerase to specialized operons in response to environmental and physiological cues. The review concludes with a genome-scale view of the extracytoplasmic function σs, the most abundant group of alternative σs.