Over the past decade, the Secret Lives of Cepheids (SLiC) program has been carried out at Villanova University to study aspects and behaviors of classical Cepheids that are still not well understood. In this, the first of several planned papers on program Cepheids, we report the current results for δ Cep, the Cepheid prototype. Ongoing photometry has been obtained to search for changes in the pulsation period, light-curve morphology, and amplitude. Combining our photometry with the times of maximum light compilation by Berdnikov et al. returns a small period change of dP/dt -0.1006 ± 0.0002 s yr-1. There is also evidence for a gradual light amplitude increase of 0.011 mag (V band) and 0.012 mag (B band) per decade over the last 50 years. In addition, Hubble Space Telescope (HST) Cosmic Origins Spectrograph (COS) UV spectrophotometry and XMM-Newton X-ray data were carried out to investigate the high-temperature plasmas present above the Cepheid photospheres. In total, from the five visits (eight exposures) with XMM-Newton, δ Cep is found to be a soft X-ray source (L X(0.3-2 keV) 4.5-13 × 1028erg s-1) with peak flux at kT = 0.6-0.9 keV. The X-ray activity is found to vary, possibly in phase with the stellar pulsations. From 2010-2013, nine observations of δ Cep were carried out with HST-COS. The UV emissions are also variable and well phased with the stellar pulsations. Maximum UV line emissions occur near, or slightly before, maximum optical light, varying by as much as 20 times. This variability shows that pulsation-induced shock heating plays a significant role in Cepheid atmospheres, possibly in addition to a quiescent, magnetic heating. The results of this study show Cepheid atmospheres to be rather complex and dynamic.