Radiative feedback (RFB) from stars plays a key role in galaxies, but remains poorly-understood. We explore this using high-resolution, multi-frequency radiation-hydrodynamics (RHD) simulations from the Feedback In Realistic Environments (FIRE) project. We study ultra-faint dwarf through Milky Way mass scales, including H+He photo-ionization; photo-electric, Lyman Werner, Compton, and dust heating; and single+multiple scattering radiation pressure (RP). We compare distinct numerical algorithms: ray-based LEBRON (exact when optically-thin) and moments-based M1 (exact when optically-thick). The most important RFB channels on galaxy scales are photo-ionization heating and single-scattering RP: in all galaxies, most ionizing/far-UV luminosity (̃1/2 of lifetime-integrated bolometric) is absorbed. In dwarfs, the most important effect is photo-ionization heating from the UV background suppressing accretion. In MW-mass galaxies, meta-galactic backgrounds have negligible effects; but local photo-ionization and single-scattering RP contribute to regulating the galactic star formation efficiency and lowering central densities. Without some RFB (or other "rapid" FB), resolved GMCs convert too-efficiently into stars, making galaxies dominated by hyper-dense, bound star clusters. This makes star formation more violent and "bursty" when SNe explode in these hyper-clustered objects: thus, including RFB "smoothes" SFHs. These conclusions are robust to RHD methods, but M1 produces somewhat stronger effects. Like in previous FIRE simulations, IR multiple-scattering is rare (negligible in dwarfs, ̃ 10% of RP in massive galaxies): absorption occurs primarily in "normal" GMCs with AV ̃ 1.