Once one was found, people knew what to look for and lots more were discovered. With bigger telescopes and better resolution images, we've found a lot of the galaxies that the quasars are in. In all cases, the quasars are far away. Emission lines can be shifted to 3 times their rest wavelengths. Constant battle to find the most distant quasar.
Quasars emit more or less constant power over all wavelengths from infrared to gamma-rays.
But they're very far away, so they're hard to study. There are some nearby active galactic nuclei that look like less luminous quasars. These are called Seyfert galaxies . Luminosity of the nucleus is more comparable to the brightness of the rest of the galaxy, so the host galaxy is easier to see and study. Since they're closer, we can also see more details.