I will describe Cavity Quantum Electrodynamics studies which – in the spirit of the thought experiments imagined by Bohr, Einstein and Schrödinger – illustrate the fundamental principles of the quantum theory. We use a beam of Rydberg atoms to manipulate and probe non-destructively microwave photons trapped in a very high Q superconducting cavity. We realize ideal quantum non-demolition (QND) measurements of photon numbers, observe the radiation quantum jumps due to cavity relaxation and prepare non-classical fields such as Fock and Schrödinger cat states. Combining QND photon counting with a homodyne mixing method, we reconstruct the Wigner functions of these non-classical states and, by taking snapshots of these functions at increasing times, obtain movies of the decoherence process. These experiments have opened the way to the implementation of quantum feedback procedures preserving over long time intervals the quantum features of non-classical states of radiation in a cavity. I will conclude by comparing these experiments to related work recently performed with superconducting Josephson junctions coupled to microwave resonators, which basically explore the same physics in a different context.