We explore the mid-infrared (mid-IR) through ultraviolet (UV) spectral energy distributions (SEDs) of 119,652 luminous broad-lined quasars with 0.064<z<5.46 using mid-IR data from Spitzer and WISE, near-infrared data from Two Micron All Sky Survey and UKIDSS, optical data from Sloan Digital Sky Survey, and UV data from Galaxy Evolution Explorer. The mean SED requires a bolometric correction (relative to 2500A) of BC=2.75+-0.40 using the integrated light from 1um-2keV, and we further explore the range of bolometric corrections exhibited by individual objects. In addition, we investigate the dependence of the mean SED on various parameters, particularly the UV luminosity for quasars with 0.5<z<3 and the properties of the UV emission lines for quasars with z>1.6; the latter is a possible indicator of the strength of the accretion disk wind, which is expected to be SED dependent. Luminosity-dependent mean SEDs show that, relative to the high-luminosity SED, low-luminosity SEDs exhibit a harder (bluer) far-UV spectral slope, a redder optical continuum, and less hot dust. Mean SEDs constructed instead as a function of UV emission line properties reveal changes that are consistent with known Principal Component Analysis (PCA) trends. A potentially important contribution to the bolometric correction is the unseen extream-UV (EUV) continuum. Our work suggests that lower-luminosity quasars and/or quasars with disk-dominated broad emission lines may require an extra continuum component in the EUV that is not present (or much weaker) in high-luminosity quasars with strong accretion disk winds. As such, we consider four possible models and explore the resulting bolometric corrections. Understanding these various SED-dependent effects will be important for accurate determination of quasar accretion rates.