Although the period-luminosity relation was discovered 100 years ago, Cepheids are still surprising stars in many respects. The recent availability of optical/infrared long-baseline interferometers with hectometric baselines allows us to measure their changing angular diameters with sub-percent accuracy. Through a variant of the classical Baade-Wesselink method, interferometric measurements, complemented by spectroscopy, give us their distance and radius from the comparison of their angular and linear radius variation amplitudes. This elegant and accurate method, although quasi-geometrical, presents some particular difficulties that we briefly discuss. We also present the current status of our ongoing Cepheid observing program using the CHARA and VLTI interferometers.