Two underexpanded free jets at fully expanded Mach numbers = 1.15 and 1.50 are studied. Schlieren visualizations as well as measurements of static pressure, Pitot pressure and velocity are performed. All these experimental techniques are associated to obtain an accurate picture of the jet flow development. In particular, expansion, compression and neutral zones have been identified in each shock cell. Particle lag is considered by integrating the equation of motion for particles in a fluid flow and it is found that the laser Doppler velocimetry is suitable for investigating shock-containing jets. Even downstream of the normal shock arising in the = 1.50 jet, the measured gradual velocity decrease is shown to be relevant.