Blazars are a special subclass of active galactic nuclei withextreme observation properties. This subclass can be divided into two furthersubclasses of flat spectrum radio quasars (FSRQs) and BL Lacertae objects (BL Lacs) according to their emissionline features. To compare the spectral properties of FSRQs andBL Lacs, the 1.4 GHz radio, opticalR-band, 1 keV X-ray, and 1 GeV $\gamma$-ray flux densities for 1108 Fermiblazars are calculated to discuss the properties of the sixeffective spectral indices of radio to optical ($\alpha_{\rmRO}$), radio to X-ray ($\alpha_{\rm~RX}$), radio to $\gamma$ ray($\alpha_{\rm~R\gamma}$), optical to X-ray ($\alpha_{\rm~OX}$),optical to $\gamma$ ray ($\alpha_{\rm~O\gamma}$), and X-ray to$\gamma$ ray ($\alpha_{\rm~X\gamma}$). The main results are asfollows: For the averaged effective spectral indices, $\overline~{\alpha_{\rm~OX}}>~\overline~{\alpha_{\rm~O\gamma}}>~\overline~{\alpha_{\rmX\gamma}}>~\overline~{\alpha_{\rm~R\gamma}}>~\overline{\alpha_{\rm~RX}}>~\overline~{\alpha_{\rm~RO}}$ for samples ofwhole blazars and BL Lacs; $\overline~{\alpha_{\rm~X\gamma}}\approx~\overline~{\alpha_{\rm~R\gamma}}\approx~\overline{\alpha_{\rm~RX}}$ for FSRQs and low-frequency-peaked BL Lacs(LBLs); and $\overline~{\alpha_{\rm~OX}}\approx~\overline{\alpha_{\rm~O\gamma}}\approx~\overline~{\alpha_{\rm~X\gamma}}$for high-synchrotron-frequency-peaked BL Lacs (HBLs). Thedistributions of the effective spectral indices involving opticalemission ($\alpha_{\rm~RO}$, $\alpha_{\rm~OX}$, and $\alpha_{\rmO\gamma}$) for LBLs are different from those for FSRQs, but if theeffective spectral index does not involve optical emission($\alpha_{\rm~RX}$, $\alpha_{\rm~R\gamma}$, and $\alpha_{\rmX\gamma}$), the distributions for LBLs and FSRQs almost come fromthe same parent population. X-ray emissions from blazarsinclude both synchrotron and inverse Compton (IC) components; theIC component for FSRQs and LBLs accounts for a larger proportionthan that for HBLs; and the radiation mechanism for LBLs issimilar to that for FSRQs, but the radiation mechanism for HBLs isdifferent from that for both FSRQs and LBLs in X-ray bands.The tendency of $\alpha_{\rm~R\gamma}$ decreasing from LBLs toHBLs suggests that the synchrotron self-Compton model explains themain process for highly energetic $\gamma$ rays in BL Lacs.