Hard X-ray surveys are an important tool for the study of active galactic nuclei (AGN): they provide almost an unbiased view of absorption in the extragalactic population, allow the study of spectral features such as reflection and high energy cut-off which would otherwise be unexplored and favour the discovery of some blazars at high redshift. Here, we present the absorption properties of a large sample of INTEGRAL detected AGN, including an update on the fraction of Compton thick objects. For a sub-sample of 87 sources, which represent a complete set of bright AGN, we will discuss the hard X-ray (20-100 keV) spectral properties, also in conjunction with Swift/BAT 58 month data, providing information on BAT/IBIS cross-calibration constant, average spectral shape and spectral complexity. For this complete sample, we will also present broad-band data using soft X-ray observations, in order to explore the complexity of AGN spectra both at low and high energies and to highlight the variety of shapes. Future prospects for AGN studies with INTEGRAL will also be outlined.