The spectral energy distribution (SED) gives a complete picture of the radiation of space objects and may result in correct classifications compared to those based only on optical (or other local) spectra. This is especially crucial for active galaxies, both AGN and Starbursts (SB). For this, multiwavelength (MW) data are needed taken from available surveys and catalogs. We have cross-correlated the Catalogue of quasars and active galaxies with all-sky or large-area MW catalogues, such as X-ray ROSAT (BSC and FSC), UV GALEX (MIS and AIS), optical APM, MAPS, USNO-B1.0, GSC 2.3.2, and SDSS DR8, NIR 2MASS, MIR/FIR WISE, IRAS (PSC and FSC) and AKARI (IRC and FIS), radio GB6, NVSS, FIRST, and WENSS. We have established accurate positions and photometry for a few thousands of objects that appeared in the catalog with poor data, as well as achieved the best astrometric and photometric data for all objects. This allowed correct cross-correlations and establishing correct MW data for these objects. As a result, we obtained 34 photometric points from X-rays to radio and using VO tools built SEDs for some 10,000 bright objects. Some data from other surveys were also used, such as Chandra, XMM, Spitzer, etc. All objects were grouped into several forms of SED and were compared to the known optical classes given in the catalog (QSO, BLL, Sy1, Sy1.2–1.9, Sy2, LINER, SB, and HII). This allowed reveal obscured AGN, as well as find previously misclassified objects. A homogeneous classification for these objects was established. The first part of this project is presented; establishment of accurate positions and photometry and cross-correlations with MW catalogs.