Abridged: We estimate the distances to ~48 million stars detected by the Sloan Digital Sky Survey and map their 3D number density distribution in 100 < D < 20 kpc range over 6,500 deg^2 of sky. The data show strong evidence for a Galaxy consisting of an oblate halo, a disk component, and a number of localized overdensities with exponential disk parameters (bias-corrected for an assumed 35% binary fraction) H_1 = 300 pc, L_1 = 2600 pc, H_2 = 900 pc, L_2 = 3600 pc, and local density normalization of 12%. We find the halo to be oblate, with best-fit axis ratio c/a = 0.64, r^{-2.8} profile, and the local halo-to-thin disk normalization of 0.5%. We estimate the errors of derived model parameters to be no larger than ~20% (disk scales) and ~10% (thick disk normalization). While generally consistent with the above model, the density distribution shows a number of statistically significant localized deviations. We detect two overdensities in the thick disk region at (R, Z) ~ (6.5, 1.5)kpc and (R, Z) ~ (9.5, 0.8) kpc, and a remarkable density enhancement in the halo covering >1000deg^2 of sky towards the constellation of Virgo, at distances of ~6-20 kpc. Compared to a region symmetric with respect to the l=0 line, the Virgo overdensity is responsible for a factor of 2 number density excess and may be a nearby tidal stream or a low-surface brightness dwarf galaxy merging with the Milky Way. After removal of the resolved overdensities, the remaining data are consistent with a smooth density distribution; we detect no evidence of further unresolved clumpy substructure at scales ranging from ~50pc in the disk, to ~1 - 2 kpc in the halo.
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