Massive spectroscopic surveys of stars in the thick disk and halo populations of the Galaxy hold the potential to provide strong constraints on the processes involved in (and the timing of) the assembly history of the primary structural components of the Galaxy. In this talk, we explore what has been learned from one of the first such dedicated surveys, SDSS/SEGUE. Over the course of the past three years, SEGUE has obtained spectra for over 200,000 stars, while another hundred thousand stars been added from the calibration star observations of the (primarily extragalactic) SDSS, and other directed programs. A total of well over 10,000 stars with [Fe/H] <-2.0 have been discovered, including several hundred with [Fe/H] <-3.0. Their kinematics have revealed a inner/outer halo structure of the Galaxy. New determinations of the alpha element ratios for tens of thousands of these stars are reported. Correlations of the alpha-element ratios with kinematics and orbital parameters can be used to test models of the likely formation of the thick-disk and halo components. These new data will (eventually) be considered in connection with possible associations with the present dwarf satellite galaxies of the Milky Way.