To classify the classical field theories with W-symmetry one has to classify the symplectic leaves of the corresponding W-algebra, which are the intersection of the defining constraint and the coadjoint orbit of the affine Lie algebra if the W-algebra in question is obtained by reducing a WZNW model. The fields that survive the reduction will obey non-linear Poisson bracket (or commutator) relations in general. For example the Toda models are well-known theories which possess such a non-linear W-symmetry and many features of these models can only be understood if one investigates the reduction procedure. In this paper we analyze the SL(n,R) case from which the so-called W_n-algebras can be obtained. One advantage of the reduction viewpoint is that it gives a constructive way to classify the symplectic leaves of the W-algebra which we had done in the n=2 case which will correspond to the coadjoint orbits of the Virasoro algebra and for n=3 which case gives rise to the Zamolodchikov algebra. Our method in principle is capable of constructing explicit representatives on each leaf. Another attractive feature of this approach is the fact that the global nature of the W-transformations can be explicitly described. The reduction method also enables one to determine the ``classical highest weight (h. w.) states which are the stable minima of the energy on a W-leaf. These are important as only to those leaves can a highest weight representation space of the W-algebra be associated which contains a ``classical h. w. state.
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