The development of peripheral to central neural connections within the auditory, visual, and olfactory systems of mice is reviewed to address whether peripheral signaling may play an instructive role during initial synapse formation. For each sensory system, developmental times of histogenesis and the earliest ages of innervation and function are considered for peripheral and selected central relays. For the auditory and visual system, anatomical and functional reports indicate that central connections may form prior to synapse formation in the periphery. However, evidence from the olfactory system suggests that the peripheral olfactory sensory neurons form synaptic connections before more central olfactory connections are established. We find that significant gaps in knowledge exist for embryonic development of these systems in mice and that genetic tools have not yet been systematically directed to address these issues.