Accretion onto supermassive black holes in Active Galactic Nuclei (AGN) produces vast amounts of energy over optical, UV and X-ray wavelengths from an accretion disc and corona; this primary emission may then be reprocessed by a dusty torus surrounding the central engine, giving rise to infrared emission and a number of AGN also exhibit radio emission from jets. Multi-wavelength studies are therefore key in understanding how AGN work, and help us in disentangling the diverse processes that are responsible for the emission we see. The energy output of an AGN can exert significant influence on its immediate and distant surroundings, and in order to obtain this energy budget due to accretion at a given epoch, it is highly desirable to take simultaneous snapshots of AGN in optical, UV and X-ray bands. The infrared can also be used as a proxy for the accretion emission, averaged over long timescales. I will review past and present work on AGN spectral energy distributions (SEDs) and the determination of the total accretion energy budget, with a focus on the hard X-ray selected Swift/BAT catalogue. I will touch on developments to come in an ambitious study of AGN SEDs proposed for the latest version of this catalogue.