SENSE (Survey of Extragalactic Nuclear Spectral Energies) is a project designed to tell us about the physics of relativistic radio-emitting jets in AGN. We are studying a volume-limited sample of 170 compact radio cores with 5GHz flux densities >90mJy in the area covered by the Sloan Digital Sky Survey (SDSS). These cores share very similar radio properties and broad-band spectral energy distributions (SEDs) but live in hosts ranging from passively evolving elliptical galaxies, Seyfert-like AGN, extreme star-forming galaxies like ULIRGs. The aim is to have excellent optical imaging, optical spectroscopy, radio images and SEDs for all objects in the sample. Much of this already exists and we are in the process of filling in the gaps. We are also doing Monte Carlo simulations of the expected distributions of SED properties for different sample selection criteria.