  Active Galactic Nuclei (AGN) are energetic astrophysical sources powered by
accretion onto supermassive black holes in galaxies, and present unique
observational signatures that cover the full electromagnetic spectrum over more
than twenty orders of magnitude in frequency. The rich phenomenology of AGN has
resulted in a large number of different "flavours" in the literature that now
comprise a complex and confusing AGN "zoo". It is increasingly clear that these
classifications are only partially related to intrinsic differences between
AGN, and primarily reflect variations in a relatively small number of
astrophysical parameters as well the method by which each class of AGN is
selected. Taken together, observations in different electromagnetic bands as
well as variations over time provide complementary windows on the physics of
different sub-structures in the AGN. In this review, we present an overview of
AGN multi-wavelength properties with the aim of painting their "big picture"
through observations in each electromagnetic band from radio to gamma-rays as
well as AGN variability. We address what we can learn from each observational
method, the impact of selection effects, the physics behind the emission at
each wavelength, and the potential for future studies. To conclude we use these
observations to piece together the basic architecture of AGN, discuss our
current understanding of unification models, and highlight some open questions
that present opportunities for future observational and theoretical progress.
