Using elliptic regularity results, we construct for every starting point, weak solutions to SDEs in R^d with Sobolev diffusion and locally integrable drift coefficient up to their explosion times. Subsequently, we develop non-explosion criteria which allow for linear growth, singularities of the drift coefficient inside an arbitrarily large compact set, and an interplay between the drift and the diffusion coefficient. Moreover, we show strict irreducibility of the solution, which by construction is a strong Markov process with continuous sample paths on the one-point compactification of R^d. Joint work with Haesung Lee