  We present radio, optical, ultraviolet, and X-ray observations of the
isolated, thermally-emitting neutron star RX J0720.4-3125 using the Parkes
radio telescope, the Very Large Array, the Hubble Space Telescope, and the
Chandra X-ray Observatory. From these data we show that the optical/UV spectrum
of RX J0720.4-3125 is not well fit by a Rayleigh-Jeans tail as previously
thought, but is instead best fit by either a single non-thermal power-law or a
combination of a Rayleigh-Jeans tail and a non-thermal power-law. Taken
together with the X-ray spectrum, we find the best model for RX J0720.4-3125 to
be two blackbodies plus a power-law, with the cool blackbody implying a radius
of 11-13 km at an assumed distance of 300 pc. This is similar to many middle
aged (10^{5-6} yr) radio pulsars such as PSR B0656+14, evidence supporting the
hypothesis that RX J0720.4-3125 is likely to be an off-beam radio pulsar. The
radio data limit the flux at 1.4 GHz to be <0.24 mJy, or a luminosity limit of
4*pi*d^2*F < 3e25*d_300^2 ergs/s, and we see no sign of extended nebulosity,
consistent with expectations for a pulsar like RX J0720.4-3125.
