  The most metal-poor stars in the Milky Way witnessed the early phases of
formation of the Galaxy, and have chemical compositions that are close to the
pristine mixture from Big Bang nucleosynthesis, polluted by one or few
supernovae. Only two dozen stars with ([Fe/H]< -4) are known, and they show a
wide range of abundance patterns. It is therefore important to enlarge this
sample. We present the first results of an effort to identify new extremely
metal-poor stars in the Milky Way halo. Our targets have been selected from
low-resolution spectra obtained as part of the Sloan Digital Sky Survey, and
followed-up with medium resolution spectroscopy on the 4.2 m William Herschel
Telescope and, in a few cases, at high resolution on the the 9.2 m Hobby-Eberly
Telescope. Stellar parameters and the abundances of magnesium, calcium, iron,
and strontium have been inferred from the spectra using classical model
atmospheres. We have also derived carbon abundances from the G band. We find
consistency between the metallicities estimated from SDSS and those from new
data at the level of 0.3 dex. The analysis of medium resolution data obtained
with ISIS on the WHT allow us to refine the metallicities and in some cases
measure other elemental abundances. Our sample contains 11 new metal-poor stars
with [Fe/H] < -3.0, one of them with an estimated metallicity of [Fe/H] ~ -4.0.
We also discuss metallicity discrepancies of some stars in common with previous
works in the literature. Only one of these stars is found to be C-enhanced at
about [C/Fe]~+1, whereas the other metal-poor stars show C abundances at the
level of [C/Fe]~+0.45.
