The Sloan Extension for Galactic Exploration and Understanding (SEGUE) has now been completed. This is one of three surveys that were executed as part of the first extension of the Sloan Digital Sky Survey (SDSS-II), which consist of LEGACY, SUPERNOVA SURVEY, and SEGUE. The SEGUE program has obtained over 3600 square degrees of ugriz imaging of the sky outside the original SDSS-I footprint. The regions of sky targeted for SEGUE imaging were primarily at lower Galactic latitudes (|b| < 35°), in order to better sample the disk/halo interface of the Milky Way. SEGUE also obtained medium-resolution (R = 2000) spectroscopy, over the wavelength range 3800-9200 Å, for over 200,000 stars in 200 selected areas over the sky available from Apache Point, New Mexico. We discuss the determination of stellar atmospheric parameters (Teff, log g, and [Fe/H]) for these stars, and highlight several of the scientific results obtained to date. The proposed second extension of SDSS, known as SDSS-III, will include SEGUE-2, a program to roughly double the numbers of stars with available spectroscopy, as well as APOGEE, a program to obtain high-resolution (R = 20000) near-IR spectroscopy for over 100,000 stars in the disk, bulge and halo populations of the Galaxy. Other massive spectroscopic surveys of interest to Galactic science are also briefly discussed.