We present extensive photometry at ultraviolet (UV), optical, and near- infrared (NIR) wavelengths, as well as dense sampling of optical spectra, for the normal Type Ia supernova (SN Ia) 2005cf. The optical photometry, performed at eight different telescopes, shows a 1σ scatter of lsim0.03 mag after proper corrections for the instrument responses. From the well- sampled light curves, we find that SN 2005cf reached a B-band maximum at 13.63 ± 0.02 mag, with an observed luminosity decline rate Δm $_15$(B) = 1.05 ± 0.03 mag. The correlations between the decline rate and various color indexes, recalibrated on the basis of an expanded SN Ia sample, yield a consistent estimate for the host-galaxy reddening of SN 2005cf, E(B - V)$_host$ = 0.10 ± 0.03 mag. The UV photometry was obtained with the Hubble Space Telescope and the Swift Ultraviolet/Optical Telescope, and the results match each other to within 0.1-0.2 mag. The UV light curves show similar evolution to the broadband U, with an exception in the 2000-2500 ̊A spectral range (corresponding to the F220W/uvm2 filters), where the light curve appears broader and much fainter than that on either side (likely owing to the intrinsic spectral evolution). Combining the UV data with the ground-based optical and NIR data, we establish the generic UV-optical-NIR bolometric light curve for SN 2005cf and derive the bolometric corrections in the absence of UV and/or NIR data. The overall spectral evolution of SN 2005cf is similar to that of a normal SN Ia, but with variety in the strength and profile of the main feature lines. The spectra at early times displayed strong, high- velocity (HV) features in the Ca II H&K doublet and NIR triplet, which were distinctly detached from the photosphere (v ≈ 10,000 km s$^-1$) at a velocity ranging from 20,000 to 25,000 km s$^-1$. One interesting feature is the flat-bottomed absorption observed near 6000 Å in the earliest spectrum, which rapidly evolved into a triangular shape and then became a normal Si II łambda6355 absorption profile at about one week before maximum brightness. This premaximum spectral evolution is perhaps due to the blending of the Si IIłambda6355 at photospheric velocity and another HV absorption component (e.g., an Si II shell at a velocity rs̊ebox-0.5ex 18,000 km s$^-1$) in the outer ejecta, and may be common in other normal SNe Ia. The possible origin of the HV absorption features is briefly discussed.