  Observations of candidate BL Lacertae objects spectroscopically selected from
the Sloan Digital Sky Survey (SDSS) reveal a large fraction with high
polarization (P > 3%). This result confirms that synchrotron radiation makes an
important contribution to the observed optical continuum for most objects in
the sample. The SDSS sample can be divided into separate categories, with
objects of undetermined redshift generally having the highest optical
polarization. Polarization as high as 23% and the lack of spectral features
suggests that the synchrotron continuum completely dominates the spectra of
these sources. The mean polarization levels observed for objects having
measured redshifts is much lower, with the maximum observed polarization for
this group being ~10%. The lower polarizations of these objects are reminiscent
of the less spectacular polarization levels shown by BL Lac objects discovered
in X-ray surveys. We find no SDSS BL Lac candidates at z > 1 with P > 3%,
calling their classification as BL Lac objects into question. In addition, the
existence of radio-quiet BL Lac objects is not verified since none of 10
potentially radio-weak BL Lac candidates observed are highly polarized.
Regardless of whether the high-redshift and radio-weak objects are included in
this optical sample, the overall levels of polarization observed are
intermediate between those seen for X-ray and radio-selected BL Lac objects.
