AbstractAlthough originally conceived as primarily an extragalactic survey, the Sloan Digital Sky Survey (SDSS-I), and its extensions SDSS-II and SDSS-III, continue to have a major impact on our understanding of the formation and evolution of our host galaxy, the Milky Way. The sub-survey SEGUE: Sloan Extension for Galactic Exploration and Understanding, excuted as part of SDSS-II, obtained some 3500 square degrees of additional ugriz imaging, mostly at lower Galactic latitudes, in order to better sample the disk systems of the Galaxy. Most importantly, it obtained over 240,000 medium-resolution spectra for stars selected to sample Galactocentric distances from 0.5 to 100 kpc. In combination with stellar targets from SDSS-I, and the recently completed SEGUE-2 program, executed as part of SDSS-III, the total sample of SDSS spectroscopy for Galactic stars comprises some 500,000 objects.The development of the SEGUE Stellar Parameter Pipeline has enabled the determination of accurate atmospheric parameter estimates for a large fraction of these stars. Many of the stars in this data set within 5 kpc of the Sun have sufficiently well-measured proper motions to determine their full space motions, permitting examination of the nature of much more distant populations represented by members that are presently passing through the solar neighborhood. Ongoing analyses of these data are being used to draw a much clearer picture of the nature of our galaxy, and to supply targets for detailed high-resolution spectrscopic follow-up with the world's largest telescopes. Here we discuss a few highlights of recently completed and ongoing investigations with these data.