End-to-end differentiable learning has emerged as a prominent paradigm in autonomous driving (AD). A significant bottleneck in this approach is its substantial demand for high-quality labeled data, such as 3D bounding boxes and semantic segmentation, which are especially expensive to annotate manually. This challenge is exacerbated by the long tailed distribution in AD datasets, where a substantial portion of the collected data might be trivial (e.g. simply driving straight on a straight road) and only a minority of instances are critical to safety. In this paper, we propose ActiveAD, a planning-oriented active learning strategy designed to enhance sampling and labeling efficiency in end-to-end autonomous driving. ActiveAD progressively annotates parts of collected raw data based on our newly developed metrics. We design innovative diversity metrics to enhance initial sample selection, addressing the cold-start problem. Furthermore, we develop uncertainty metrics to select valuable samples for the ultimate purpose of route planning during subsequent batch selection. Empirical results demonstrate that our approach significantly surpasses traditional active learning methods. Remarkably, our method achieves comparable results to state-of-the-art end-to-end AD methods - by using only 30% data in both open-loop nuScenes and closed-loop CARLA evaluation.