The choice of the renormalization and factorization scale has been a frequently debated issue in high energy QCD phenomenology. I briefly review this issue, and discuss this problem in the context of high energy production processes in association with jets. In this framework, where the presence of jets typically confuses the issue of what is the relevant scale, a physically well motivated prescription can in fact be given. This prescription proves to be particularly useful in the context of matching NLO calculations with shower, where it assures a smooth matching between NLO+PS implementations involving N and N+1 associated jets.