We present {gamma}-ray, X-ray, ultraviolet, optical, and near-infrared light curves of 33 {gamma}-ray bright blazars over 4 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_{nu}_{prop.to}{nu}^{alpha}^), and construct spectral energy distributions during quiescent and active states. We analyze the relationships between different spectral indices, blazar classes, and activity states. We find (1) 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; (2) a small difference of {alpha}_X_ within each class between states, with BL Lac X-ray spectra significantly steeper than in FSRQs; (3) a highly peaked distribution of X-ray spectral slopes of FSRQs at ~ -0.60, but a very broad distribution of {alpha}_X_of BL Lacs during active states; (4) flattening of the optical spectra of FSRQs during quiescent states, but no statistically significant change of {alpha}_o_ of BL Lacs between states; and (5) 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.