  We report on long-term monitoring of anomalous X-ray pulsars (AXPs) using the
Rossi X-ray Timing Explorer (RXTE). Using phase-coherent timing, we find a wide
variety of behaviors among the sources, ranging from high stability (in 1E
2259.1+586 in quiescence and 4U 0142+61), to instabilities so severe that
phase-coherent timing is not possible (in 1E 1048.1-5937). We note a
correlation in which timing stability in AXPs decreases with increasing
$\dot{\nu}$. The timing stability of soft gamma repeaters (SGRs) in quiescence
is consistent with this trend, which is similar to one seen in radio pulsars.
We find no significant pulse morphology variations in any AXP in quiescence. We
considered high signal-to-noise average pulse profiles for each AXP as a
function of energy. We show that, as in the timing properties, there is a
variety of different behaviors for the energy dependence. We also used the
monitoring and archival data to obtain pulsed flux time series for each source.
We have found no large changes in pulsed flux for any source in quiescence, and
have set $1\sigma$ upper limits on variations ~20-30% depending on the source.
We have recently discovered bursts from the direction of two AXPs: 1E
1048.1-5937 the most SGR-like AXP, and 1E 2259.1+586 the most rotationally
stable AXP. We compare the temporal, spectral and flux properties of these
events to those of SGR bursts, and show that the two phenomena are very
similar. These results imply a close relationship between AXPs and SGRs, with
both being magnetars.
