  We discuss the optical and radio properties of 30,000 FIRST sources
positionally associated with an SDSS source in 1230 deg$^2$ of sky. The
majority (83%) of the FIRST sources identified with an SDSS source brighter
than r=21 are optically resolved. We estimate an upper limit of 5% for the
fraction of quasars with broad-band optical colors indistinguishable from those
of stars. The distribution of quasars in the radio flux -- optical flux plane
supports the existence of the "quasar radio-dichotomy"; 8% of all quasars with
i<18.5 are radio-loud and this fraction seems independent of redshift and
optical luminosity. The radio-loud quasars have a redder median color by 0.08
mag, and a 3 times larger fraction of objects with red colors. FIRST galaxies
represent 5% of all SDSS galaxies with r<17.5, and 1% for r<20, and are
dominated by red galaxies. Magnitude and redshift limited samples show that
radio galaxies have a different optical luminosity distribution than non-radio
galaxies selected by the same criteria; when galaxies are further separated by
their colors, this result remains valid for both blue and red galaxies. The
distributions of radio-to-optical flux ratio are similar for blue and red
galaxies in redshift-limited samples; this similarity implies that the
difference in their luminosity functions, and resulting selection effects, are
the dominant cause for the preponderance of red radio galaxies in flux-limited
samples. We confirm that the AGN-to-starburst galaxy number ratio increases
with radio flux, and find that radio emission from AGNs is more concentrated
than radio emission from starburst galaxies (abridged).
