This thesis presents the results of analysis of the spectral shape and variability properties of the radio to X-ray continua of a sample of BL Lac objects and OVV quasars ("blazars"). These results have important implications for the unification of BL Lac objects, OVV quasars and low polarisation quasars into a single class of objects showing a smoothly continuous distribution of properties. The spectral shape of the violently variable millimetre to ultraviolet emission indicates that in this wavelength region the blazar emission is dominated by a very compact, single synchrotron component which becomes self-absorbed at wavelengths longer than 3 mm. The centimetre emission can be attributed to a separate, more slowly varying component, which can be identified with an underlying 'quiescent" component, similar to that observed in the low polarisation quasar 3C273. The OVV quasars also exhibit evidence of an optical excess, which we identify with the optical excesses which are observed in low polarisation quasars. The variability behaviour of the BL Lac objects is consistent with repeated injections or reaccelerations of electrons within in a small "flaring" synchrotron component, with subsequent radiative energy loss. In the case of the OVV quasars, however, the variability behaviour at near-infrared wavelengths is not consistent with emission from a single synchrotron component. It is shown that the behaviour of the Off quasars provides evidence for the presence of an additional non-variable, near-infrared spectral component, reminiscent of that observed in 3C273. The sizes of the regions responsible for the flaring and quiescent emission are deduced to be 10-2 and 10 parsecs, respectively. It is suggested that the flaring regions may represent regions of enhanced emission within a relativistic jet, possibly due to shock-waves within the jet.