Brain mechanisms of visual selective attention involve both local and network-level activity changes at specific oscillatory rhythms, but their interplay remains poorly explored. Here, we investigate anticipatory and reactive effects of feature-based attention using separate fMRI and EEG recordings, while participants attended to one of two spatially overlapping visual features (motion and orientation). We focused on EEG source analysis of local neuronal rhythms and nested oscillations and on graph analysis of connectivity changes in a network of fMRI-defined regions of interest, and characterized a cascade of attentional effects at multiple spatial scales. We discuss how the results may reconcile several theories of selective attention, by showing how beta rhythms support anticipatory information routing through increased network efficiency, while reactive alpha-band desynchronization patterns and increased alpha-gamma coupling in task-specific sensory areas mediate stimulus-evoked processing of task-relevant signals.