The results of our radio, optical, and X-ray observations of X-ray selected BL Lacertae objects (XBLs) are presented. Our radio observations reveal that: 1) XBLs possess kiloparsec-scale structures similar to those of nearby FR 1 radio galaxies. 2) XBLs are considerably less core-dominated than radio-selected BL Lacs (RBLs); 3) All but two XBLs for which radio polarimetry was done have 1-10\% fractional polarization at 8 GHz, and 4) The correlations between polarization position angles in the radio and optical, as well as between optical polarization angles and radio structure, are fairly weak. Our new X-ray data confirm that XBLs are undergoing significant ``negative'' evolution; zero evolution is ruled out at better than $2 \sigma.$ Interestingly, XBL spectra are significantly steeper ($\alpha \sim 1-2$) than RBL spectra, suggesting a two-component model for BL Lac X-ray jets. Finally, a combined radio/optical/X-ray selection method is tested which is highly efficient in finding new BL Lacs. Thus far 24 of 27 objects selected as candidates by this method have been confirmed as BL Lacs. We also discuss the implications of this work for standard models which suggest BL Lac objects are beamed FR 1 radio galaxies.