Context. In August 2008, the accreting milli-second X-ray pulsar (AMXP), IGR J00291+5934, underwent an outburst lasting ~100 days, the first since its discovery in 2004. Aims. We present data from the 2008 double-peaked outburst of IGR J00291+5934 from Faulkes Telescope North, the Isaac Newton Telescope, the Keck Telescope, PAIRITEL, the Westerbork Synthesis Radio Telescope and the Swift, XMM-Newton and RXTE X-ray missions. We study the outburst's evolution at various wavelengths, allowing us to probe accretion physics in this AMXP. Methods. We study the light curve morphology, presenting the first radio-X-ray spectral energy Distributions (SEDs) for this source and the most detailed UV-IR SEDs for any outbursting AMXP. We s...