Discovery of the true nature of the halo of the Galaxy has long been limited by the number of stars with available spectroscopy and photometry. This constraint will soon be lifted. While undertaking a thorough spectroscopic follow-up of ~ 1,000,000 extragalactic sources, the Sloan Digital Sky Survey (SDSS) will ALSO obtain spectra of as many as ~ 100,000 Galactic sources (30,000 of which will be available with DR-1, the first data release from SDSS). With a bright limit of V ~ 14, the SDSS stellar sample will be, by far, the largest spectroscopic survey of the Galactic halo and the thick disk yet obtained. The spectral coverage of SDSS is 3900--9100 Å, with a resolving power δ λ /λ ~ 2000. These data can potentially provide radial velocities, temperatures, and gravities, as well as measured abundances of Fe, Ca, Na, Mg, and C, for stars with spectral types in the range A to K. The spectra are flux-calibrated, and 5-band photometry is available for all targets, allowing for reasonably accurate distance estimates. The limited -- and highly variable -- signal-to-noise ratios of the spectra, together with the large sample size, require the development of fast and robust automated methods of analysis. As a first step, we have calculated a grid of synthetic fluxes based on LTE model atmospheres and spectral syntheses. We are currently exploring different algorithms to optimally extract the information in the spectra from the comparison with the synthetic spectra. Preliminary results exploiting a genetic algorithm are presented for about 4000 stars in the Early Data Release.