We study the onset of collective motion, with and without cohesion, of groups of noisy self-propelled particles interacting locally. We find that this phase transition, in two space dimensions, is always discontinuous, including for the minimal model of Vicsek et al. [Phys. Rev. Lett. 75, 1226 (1995)]] for which a nontrivial critical point was previously advocated. We also show that cohesion is always lost near onset, as a result of the interplay of density, velocity, and shape fluctuations.