Spectral energy distributions (SEDs) and radio continuum spectra are presented for a northern sample of 104 extragalactic radio sources, based on the Planck Early Release Compact Source Catalogue (ERCSC) and simultaneous multifrequency data. The nine Planck frequencies, from 30 to 857 GHz, are complemented by a set of simultaneous observations ranging from radio to gamma-rays. This is the first extensive frequency coverage in the radio and millimetre domains for an essentially complete sample of extragalactic radio sources, and it shows how the individual shocks, each in their own phase of development, shape the radio spectra as they move in the relativistic jet. The SEDs presented in this paper were fitted with second and third degree polynomials to estimate the frequencies of the synchrotron and inverse Compton (IC) peaks, and the spectral indices of low and high frequency radio data, including the Planck ERCSC data, were calculated. SED modelling methods are discussed, with an emphasis on proper, physical modelling of the synchrotron bump using multiple components. Planck ERCSC data also suggest that the original accelerated electron energy spectrum could be much harder than commonly thought, with power-law indexaround 1.5 instead of the canonical 2.5. The implications of this are discussed for the acceleration mechanisms effective in blazar shocks. Furthermore in many cases the Planck data indicate that gamma-ray emission must originate in the same shocks that produce the radio emission. Tables 1 and 4, Figs. 18-121 are available in electronic form at http://www.aanda.org