We present $gamma$-ray, X-ray, ultraviolet, optical, and near-infrared light curves of 33 $gamma$-ray bright blazars over four years that we have been monitoring since 2008 August with multiple optical, ground-based telescopes and the Swift satellite
, and augmented by data from the Fermi Gamma-ray Space Telescope and other publicly available data from Swift. The sample consists of 21 flat-spectrum radio quasars (FSRQs) and 12 BL Lac objects (BL Lacs). We identify quiescent and active states of the sources based on their $gamma$-ray behavior. We derive $gamma$-ray, X-ray, and optical spectral indices, $alpha_gamma$, $alpha_X$, and $alpha_o$, respectively ($F_ upropto u^alpha$), and construct spectral energy distributions (SEDs) during quiescent and active states. We analyze the relationships between different spectral indices, blazar classes, and activity states. We find (i) significantly steeper $gamma$-ray spectra of FSRQs than for BL Lacs during quiescent states, but a flattening of the spectra for FSRQs during active states while the BL Lacs show no significant change; (ii) a small difference of $alpha_X$ within each class between states, with BL Lac X-ray spectra significantly steeper than in FSRQs; (iii) a highly peaked distribution of X-ray spectral slopes of FSRQs at $sim-$0.60, but a very broad distribution of $alpha_X$ of BL Lacs during active states; (iv) flattening of the optical spectra of FSRQs during quiescent states, but no statistically significant change of $alpha_o$ of BL Lacs between states; and (v) a positive correlation between optical and $gamma$-ray spectral slopes of BL Lacs, with similar values of the slopes. We discuss the findings with respect to the relative prominence of different components of high-energy and optical emission as the flux state changes.
