Low dispersion optical spectra have been obtained with the Hobby-Eberly Telescope of 22 very red objects found in early imaging data from the Sloan Digital Sky Survey. The objects are assigned spectral types on the 2MASS system (Kirkpatrick et al. 1999) and are found to range from late M to late L. The red- and near-infrared colors from SDSS and 2MASS correlate closely with each other, and most of the colors are closely related to spectral type in this range; the exception is the (i^* - z^*) color, which appears to be independent of spectral type between about M7 and L4. The spectra suggest that this independence is due to the disappearance of the TiO and VO absorption in the i-band for later spectral types; to the presence of strong Na I and K I absorption in the i-band; and to the gradual disappearance of the 8400 Angstrom absorption of TiO and FeH in the z-band.
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