A large number of stars are born in binaries, of which up to 30 per cent will interact at some point during their lives and form close white dwarf-main sequence (WDMS) binaries. Close WDMS binaries are the progenitors of some of the most interesting and fascinating objects in the Galaxy, e.g. cataclysmic variables, close double white dwarfs, super-soft X-ray sources, some of which are believed to be type Ia supernovae progenitors. Since 2006 we have initiated a long-term observational project dedicated to characterising a large number of WDMS binaries from the Sloan Digital Sky Survey. In this contribution I will provide details of our observing campaign as well as explain how our results are currently being used to study several different and important aspects in stellar astrophysics.