We demonstrate the realization of coupled opto-electronic oscillators (COEO) with different semiconductor lasers, including a ring laser, a Fabry-Perot laser, and a colliding pulse mode-locked laser. Each COEO can simultaneously generate short optical pulses and spectrally pure RF signals. With these devices, we obtained optical pulses as short as 6 picoseconds and RF signals as high in frequency as 18 GHz with a spectral purity comparable with a HP8561B synthesizer. These experiments demonstrate that COEOs are promising compact sources for generating low jitter optical pulses and low phase noise RF/millimeter wave signals.