The kilometer-scale ground based gravitational wave (GW) detectors, LIGO and Virgo, are being upgraded to their advanced configurations. We expect the two LIGO observatories to undertake a 3 month science run in 2015 with a limited sensitivity. Virgo should come online in 2016, and join LIGO for a 6 month science run. Through a sequence of science runs and commissioning periods, the final sensitivity should be reached by ~2019. LIGO and Virgo are expected to deliver the first direct detection of gravitational wave transients in the next few years. Most of the known sources of GWs targeted by LIGO and Virgo will likely be luminous in the electromagnetic (EM) spectrum as well. Compact binary coalescences are thought to be progenitors of short gamma-ray bursts, while long gamma-ray bursts are likely to be associated with core collapse supernova. A joint detection of gravitational and EM radiation may help confirm these associations, and expand our understanding of those astrophysical systems. Due to the transient nature, a search for the EM counterparts to GW events should be done with the shortest latency. In this paper we describe the EM follow-up program of Advanced LIGO and Virgo, from the search for GWs to the production of sky maps. Furthermore, we quantify the expected sky localization errors in the first two years of operation of the advanced detectors network.