It is now well established that the sensitive all-sky infrared survey conducted with WISE will dramatically increase our census of Active Galactic Nuclei (AGN) over a significant fraction of the age of the Universe. Nevertheless, it remains to be properly determined how well can we constrain the physical properties of the AGN revealed with WISE. We have compiled one of the largest, complete, flux-limited samples of X-ray bright AGN detected with the XMM-Newton observatory at 4.5-10 keV energies, the Bright Ultra-hard XMM-Newton Survey (BUXS). BUXS includes 255 AGN detected over a total sky area of 44.43 deg2 of which 250 are spectroscopically identified and classified. All but three BUXS AGN have infrared counterparts in AllWISE. In this talk I will present the main results of our AGN studies based on data from the BUXS and WISE surveys aimed to provide new insights into following key questions in AGN research: (1) How well can we isolate the AGN emission in the mid-IR regime using the WISE broad band photometric data?; (2) Are the mid-IR continuum luminosities a reliable isotropic proxy for the intrinsic luminosity of AGN?; (3) What are the properties of the AGN nuclear dusty toroidal structure such as its geometrical covering factor (i.e. the fraction of the sky covered by dust)? Finally I will discuss the implications of our results for AGN Unification Schemes.