  We discuss the very different methods in each wavelength band for selecting
and finding Active Galactic Nuclei (AGN). We briefly review the history of the
different techniques for finding AGN and compare and contrast the advantages
and difficulties of selection in different wavelength bands. We stress the
strong selection effects in each wavelength band and the difficulty of defining
complete samples. Of all the techniques presently used, we conclude that
selection in the hard X-ray band via imaging and spectroscopy is the most
complete and allows the best estimate of the number and evolution of active
galaxies. However, all of the techniques have difficulties at low luminosities
where emission due to stellar processes can have similar sizes and
luminosities.
