We present a suite of high-resolution cosmological simulations, using the FIRE-2 feedback physics together with explicit treatment of magnetic fields, anisotropic conduction and viscosity, and cosmic rays (CRs) injected by supernovae (including anisotropic diffusion, streaming, adiabatic, hadronic and Coulomb losses). We survey systems from ultra-faint dwarf ($M_{ast}sim 10^{4},M_{odot}$, $M_{rm halo}sim 10^{9},M_{odot}$) through Milky Way masses, systematically vary CR parameters (e.g. the diffusion coefficient $kappa$ and streaming velocity), and study an ensemble of galaxy properties (masses, star formation histories, mass profiles, phase structure, morphologies). We confirm previous conclusions that magnetic fields, conduction, and viscosity on resolved ($gtrsim 1,$pc) scales have small effects on bulk galaxy properties. CRs have relatively weak effects on all galaxy properties studied in dwarfs ($M_{ast} ll 10^{10},M_{odot}$, $M_{rm halo} lesssim 10^{11},M_{odot}$), or at high redshifts ($zgtrsim 1-2$), for any physically-reasonable parameters. However at higher masses ($M_{rm halo} gtrsim 10^{11},M_{odot}$) and $zlesssim 1-2$, CRs can suppress star formation by factors $sim 2-4$, given relatively high effective diffusion coefficients $kappa gtrsim 3times10^{29},{rm cm^{2},s^{-1}}$. At lower $kappa$, CRs take too long to escape dense star-forming gas and lose energy to hadronic collisions, producing negligible effects on galaxies and violating empirical constraints from $gamma$-ray emission. But around $kappasim 3times10^{29},{rm cm^{2},s^{-1}}$, CRs escape the galaxy and build up a CR-pressure-dominated halo which supports dense, cool ($Tll 10^{6}$ K) gas that would otherwise rain onto the galaxy. CR heating (from collisional and streaming losses) is never dominant.
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