  We present a multi-wavelength study of the nature of the SDSS galaxies
divided into fine classes based on their morphology, colour and spectral
features. The SDSS galaxies are classified into early-type and late-type; red
and blue; passive, HII, Seyfert and LINER, which returns a total of 16 fine
classes of galaxies. The properties of galaxies in each fine class are
investigated from radio to X-ray, using 2MASS, IRAS, FIRST, NVSS, GALEX and
ROSAT data. The UV - optical - NIR colours of blue early-type galaxies (BEGs)
seem to result from the combination of old stellar population and recent star
formation (SF). Non-passive red early-type galaxies (REGs) have larger
metallicity and younger age than passive REGs, which implies that non-passive
REGs have suffered recent SF adding young and metal-rich stars to them. The
radio detection fraction of REGs strongly depends on their optical absolute
magnitudes, while that of most late-type galaxies does not, implying the
difference in their radio sources: AGN and SF. The UV - optical colours and the
radio detection fraction of passive RLGs show that they have properties similar
to REGs rather than non-passive RLGs. Dust extinction may not be a dominant
factor making RLGs red, because RLGs are detected in the mid- and far-infrared
bands less efficiently than blue late-type galaxies (BLGs). The passive BLGs
have very blue UV - optical - NIR colours, implying either recent SF quenching
or current SF in their outskirts. Including star formation rate, other
multi-wavelength properties in each fine class are investigated, and their
implication on the identity of each fine class is discussed (abridged).
