Since 2005 September, the Whipple 10 m Gamma-ray Telescope has been operated primarily as a blazar monitor. The five northern hemisphere blazars that have already been detected at the Whipple Observatory, Markarian 421 (Mrk 421), H1426+428, Mrk 501, 1ES 1959+650, and 1ES 2344+514, are monitored routinely each night that they are visible. We report on the Mrk 421 observations taken from 2005 November to 2006 June in the gamma-ray, X-ray, optical, and radio bands. During this time, Mrk 421 was found to be variable at all wavelengths probed. Both the variability and the correlations among different energy regimes are studied in detail here. A tentative correlation, with large spread, was measured between the X-ray and gamma-ray bands, while no clear correlation was evident among the other energy bands. In addition to this, the well-sampled spectral energy distribution of Mrk 421 (1101+384) is presented for three different activity levels. The observations of the other blazar targets will be reported separately.