Sensing of the application environment is the main purpose of a wireless sensor network. Most existing energy management strategies and compression techniques assume that the sensing operation consumes significantly less energy than radio transmission and reception. This assumption does not hold in a number of practical applications. Sensing energy consumption in these applications may be comparable to, or even greater than, that of the radio. In this work, we support this claim by a quantitative analysis of the main operational energy costs of popular sensors, radios and sensor motes. In light of the importance of sensing level energy costs, especially for power hungry sensors, we consider compressed sensing and distributed compressed sensing as potential approaches to provide energy efficient sensing in wireless sensor networks. Numerical experiments investigating the effectiveness of compressed sensing and distributed compressed sensing using real datasets show their potential for efficient utilization of sensing and overall energy costs in wireless sensor networks. It is shown that, for some applications, compressed sensing and distributed compressed sensing can provide greater energy efficiency than transform coding and model-based adaptive sensing in wireless sensor networks.