So is it best to only build Active Sensors large enough to keep a lock on the enemy at the maximum range of your longest range weapon?
Seems people think that using it to actually search for stuff is asking for trouble and a job best left to passives. Only exception I can see is for Carriers with strike fighters without their own Actives to lock on to stuff.
It's perfectly fine to use active sensors to search for things beyond your maximum range. In a vacuum, this is a Good Thing™ because it gives you more battlefield intel, and while passive sensors are nice they do give you limited information and can be avoided or fooled by a few ways - for example, if an enemy ship stops moving or turns off its active sensors/shields you will struggle to pick it up on passives at long range.
Additionally, extra range on active sensors ensures you can target ships beneath or between your resolutions. For a sensor of a given design resolution, the range at which it can detect a smaller ship scales with size squared, i.e. R = R_0 * ( enemy_size / sensor_res ) ^ 2.
The reason you don't just use actives for everything is that (1) it's not stealthy, if you flip on the active then you will probably be spotted, and (2) pinging with actives is essentially establishing a target lock, so any ship that detects your active signal is going to assume you have hostile intent and react accordingly. Additionally, the above-mentioned issue of enemy size means that passives are usually more efficient detectors than actives especially for spotting smaller ships if they have a thermal or EM signature.
EDIT:
Unrelated, but I just noticed you can change the 'training level' of academies to have more quality over quantity, but it only effects the number of Crewmen per year. Does this actually work? I hate training my ships.
It does work. It's not shown, but basically what happens is that you can train a certain total amount of crew grade points per year, which I think comes out to 1 million per academy per year. By default (setting '1') this comes out as 10,000 crewmen per year with 100 grade points each, equivalent to crew training score 0%. Using setting '5' for instance will turn out 2,000 crewmen per year with 500 grade points, equivalent to crew training score 12%. Note that the crew training score is CTS = SQRT( grade_points ) - 10 (which is why when you use conscript crews for your freighters you see a crew training score of -10%, because conscripts have zero grade points when recruited).
Because of this it is nearly always optimal to use the maximum setting (5) and always build your commercial ships with conscript crews as they do not need a crew training bonus for anything important. You will probably not be able to use up your entire crew pool unless you severely underbuild academies. It's a bit unfortunate that there is no depth to this mechanically, but it is useful as an RP tool and I think that's why it is in the game more so than to add any serious decision-making.