We analyse the rest-frame UV-to-near-IR spectral energy distribution (SED) of Lyman break galaxies (LBGs), star-forming (SF) BzK (sBzK), and UV-selected galaxies at 1.5 z 2.5 in the COSMOS, GOODS-N, and GOODS-S fields. Additionally, we complement the multi-wavelength coverage of the galaxies located in the GOODS fields with deep FIR data taken from the GOODS-Herschel project. According to their best-fitted SED-derived properties we find that, because of their selection criterion involving UV measurements, LBGs tend to be UV-brighter, bluer, have a less prominent Balmer break (are younger), and have higher dust-corrected total SFR than sBzK galaxies. In this way, sBzK galaxies represent the general population of SF galaxies at z ∼ 2 better than LBGs. In a colour-mass diagram, LBGs at z ∼ 2 are mostly located over the blue cloud, although galaxies with older age, higher dust attenuation, and redder UV continuum slope deviate to the green valley and red sequence. Furthermore, for a given stellar mass, LBGs tend to have bluer optical colours than sBzK and UV-selected galaxies. We find clean PACS (100 µm or 160 µm) individual detections for a subsample of 48 LBGs, 89 sBzK, and 91 UV-selected galaxies, that measure their dust emission directly. Their SFR total = SFR UV + SFR IR cannot be recovered with the dust-correction factors derived with their continuum slope and the IRX-β relations for local starbursts, similar to what happens at higher redshifts. This has implications, for example, in the definition of the main sequence (MS) at z ∼ 2, which is sensitive to the dust-correction factors adopted. In an SFR-mass diagram, PACS-detected galaxies are located above the Daddi et al. (2007) MS and thus their star formation is probably driven by starburst. This is in agreement with the shape of their IR SEDs. PACS-detected galaxies with redder UV continuum slope and higher stellar mass are more attenuated. We find that for a given UV continuum slope the dustiest galaxies at higher redshifts are more attenuated and that for a given stellar mass the dustiest galaxies at higher redshifts have stronger FIR emission. This suggests an evolution of their dust properties. However, we do not find significant evolution in the relation between dust attenuation and stellar mass with redshift, at least at z 2.5. There is a subpopulation of 17, 26, and 27 LBGs, sBzK, and UV-selected galaxies, respectively, that are detected in any of the SPIRE (250 µm, 350 µm and 500 µm) bands. We speculate that this sample of SPIRE-detected LBGs is the bridging population between sub-mm galaxies and LBGs.