We face reality presented with the data of conscious experience and nothing else. The project of early modern philosophy was to build a complete theory of the world from this starting point, with no cheating. Crucial to this starting point is the data of conscious sensory experience – sense data. Attempts to avoid this project often argue that the very idea of sense data is confused. But the sense-data way of talking, the sense-data language, can be freed from every blemish using ideas from contemporary metaontology. We can adopt a sense-data framework that vindicates the traditional claims of sense-data theories and leads to plausible theories of perception and color. We can, we should, and in a sense, we must. Yet when we do, we face the traditional problem of external world skepticism, head-on. The real challenge of skepticism is forced upon us; it cannot honestly be avoided using externalist tricks, burden of proof shifting, or other razzle dazzle. But the challenge can be met: we are rational to posit the external world as the best explanation of the many synchronic and diachronic patterns over our sense-data. This paper argues for all of these points and ends with a plea for analytic empiricism – a traditional sense-data version of empiricism that uses all of the tools of analytic philosophy while avoiding the more questionable doctrines of the Vienna Circle (phenomenalism, verificationism). Analytic empiricism is our last best hope for completing the great philosophical project of early modern philosophy.