Active galactic nuclei (AGN) are too compact to be resolved by any existing optical telescope facility, making it difficult to understand their structure and the emission processes responsible for their huge energy output. However, variability, one of their characteristic properties, provides a tool to probe the inner regions of AGN. Blazars are the best candidates for such a study, and hence a considerable amount of effort is being made to investigate variability in these sources across the electromagnetic spectrum. Here, using the Mt. Abu infrared observatory (MIRO) blazar monitoring program, we present intra-night, inter-night, and long term aspects of the variability in S5 0716+71, 3C66A, and OJ 287. These stars show significant variability on short (a few tens of mins, to a few hours, to a few days) to long term (months to years) timescales. Based on the light travel time argument, the shortest variability timescales (micro-variability) provide upper limits to the size of the emission region. While S5 0716 shows a very high duty cycle of variability (> 80 %), 3C66A shows a much lower intra day variability (IDV) duty cycle (< 20 %). All three show rapid variations within 2.5 to 3.5 hr, which, perhaps, are generated near the vicinity of black holes. Assuming this, estimates of the masses of the black holes are made at ~109, 8×108, and 2.7×109 M· for S5 0716+71, 3C66A, and OJ 287, respectively. Multi-wavelength light-curves for the blazar PKS 1510-089 are discussed to infer the emission processes responsible for the recent flaring episodes in this source.