We present the results of a survey of 45 young (<250 Myr), close (<50 pc) stars with the Simultaneous Differential Imager (SDI) implemented at the VLT and the MMT for the direct detection of extrasolar planets. As part of the survey, we observed 54 objects total, of which 45 were close, young stars, 2 were somewhat more distant (<150 pc), very young (<10 Myr) stars, 3 were stars with known radial velocity planets, and 4 were older, very nearby (<20 pc) solar analogues. Our SDI devices use a double Wollaston prism and a quad filter to take images simultaneously at 3 wavelengths surrounding the 1.62 um methane absorption bandhead found in the spectrum of cool brown dwarfs and gas giant planets. In our VLT data, we achieved H band contrasts > 10 mag (5 sigma) at a separation of 0.5 from the primary star on 45% of our targets and H band contrasts of > 9 mag at a separation of 0.5 on 80% of our targets. With this degree of attenuation, we should be able to image (5sigma detection) a 5 M_{Jup} planet 15 AU from a 70 Myr K1 star at 15 pc or a 5 M_{Jup} planet at 2 AU from a 12 Myr M star at 10 pc. We believe that our SDI images are the highest contrast astronomical images ever made from ground or space for methane rich companions <1 from their star. For the best 20 of our survey stars, we attained 50% 5 sigma completeness for 6-10 M_Jup planets at semi-major axes of 20-40 AU. Thus, our completeness levels are sufficient to significantly test theoretical planet distributions. From our survey null result, we can rule out (at the 98% confidence/2.0sigma level) a model planet population using a planet distribution where N(a) $propto$ constant out to a distance of 45 AU (further model assumptions discussed within).