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The multiwavelength spectra of complete samples of X-ray selected (XBLs) and radio-selected (RBLs) BL Lac objects, and Flat Spectrum Radio Quasars (FSRQs) show clear spectral continuity in the sense that objects with longer peak wavelengths are more luminous and have flatter X-ray continua. This suggests that XBLs, RBLs, and FSRQs are dominated by the same continuum emission mechanism occurring under distinct physical conditions. Contrary to expectation, the difference between X-ray selected and radio-selected BL Lac objects can not be explained by viewing angle but requires instead a well-defined change of physical parameters.