We present the mass-density relationship (log M - log rho) for objects with masses ranging from planets (M ~ 0.01 M_Jup) through stars (M > 0.08 M_Sun). This relationship shows three distinct regions separated by a change in slope in log M -- log rho plane. In particular, objects with masses in the range 0.3 M_Jup to 60 M_Jup follow a tight linear relationship with no distinguishing feature to separate the low mass end (giant planets) from the high mass end (brown dwarfs). The distinction between giant planets and brown dwarfs thus seems arbitrary. We propose a new definition of giant planets based simply on changes in the slope of the log $M$ versus log rho relationship. By this criterion, objects with masses less than ~ 0.3 M_Jup are low mass planets, either icy or rocky. Giant planets cover the mass range 0.3 M_Jup to 60 M_Jup. Analogous to the stellar main sequence, objects on the upper end of the giant planet sequence (brown dwarfs) can simply be referred to as high mass giant planets, while planets with masses near that of Jupiter can be considered to be low mass giant planets.