(See this site for more information on this image.)
You can see the familiar milky way, plus the Magellanic Clouds, as well as several galaxies such as Andromeda.
However, if you could see different kinds of light, you would see something quite different. Here is what the sky might look like in other wavelength regimes -- the colors indicate brightness, rather than what you normally think of as color. In this case, the whole map is one "color" (i.e. wavelength regime), and the differences are brightness:
You can also visit this site, which shows the Milky Way in many different regimes.