  [Abridged] As part of our on-going investigation into the magnetic field
properties of ultracool dwarfs, we present simultaneous radio, X-ray, and
H-alpha observations of three M9.5-L2.5 dwarfs (BRI0021-0214,
LSR060230.4+391059, and 2MASSJ052338.2-140302). We do not detect X-ray or radio
emission from any of the three sources, despite previous detections of radio
emission from BRI0021 and 2M0523-14. Steady and variable H-alpha emission are
detected from 2M0523-14 and BRI0021, respectively, while no H-alpha emission is
detected from LSR0602+39. Overall, our survey of nine M8-L5 dwarfs doubles the
number of ultracool dwarfs observed in X-rays, and triples the number of L
dwarfs, providing in addition the deepest limits to date, log(L_X/L_bol)<-5.
With this larger sample we find the first clear evidence for a substantial
reduction in X-ray activity, by about two orders of magnitude, from mid-M to
mid-L dwarfs. We find that the decline in both X-rays and H-alpha roughly
follows L_{X,Halpha}/L_bol ~ 10^[-0.4x(SP-M6)] for SP>M6. In the radio band,
however, the luminosity remains relatively unchanged from M0 to L4, leading to
a substantial increase in L_rad/L_bol. Our survey also provides the first
comprehensive set of simultaneous radio/X-ray/H-alpha observations of ultracool
dwarfs, and reveals a clear breakdown of the radio/X-ray correlation beyond
spectral type M7, evolving smoothly from L_{\nu,rad}/L_X ~ 10^-15.5 to
~10^-11.5 Hz^-1 over the narrow spectral type range M7-M9. This breakdown
reflects the substantial reduction in X-ray activity beyond M7, but its
physical origin remains unclear since, as evidenced by the uniform radio
emission, there is no drop in the field dissipation and particle acceleration
efficiency.
