This article reviews the 40+ year old spin-glass field and one of its earliest model interpretations as a spin density wave. Our description is from an experimental phenomenological point of view with emphasis on new spin glass materials and their relation to topical problems and strongly correlated materials in condensed matter physics. We first simply define a spin glass (SG), give its basic ingredients and explain how the spin glasses enter into the statistical mechanics of classical phase transitions. We then consider the four basic experimental properties to solidly characterize canonical spin glass behavior and introduce the early theories and models. Here the spin density wave (SDW) concept is used to explain the difference between a short-range SDW, i.e. a SG and, in contrast, a long-range SDW, i.e. a conventional magnetic phase transition. We continue with the present state of SG, its massive computer simulations and recent proposals of chiral glasses and quantum SG. We then collect and mention the various SG 'spin-off's'. A major section uncovers the fashionable unconventional materials that display SG-like freezing and glassy ground states, such as (high temperature) superconductors, heavy fermions, intermetallics and Heuslers, pyrochlor and spinels, oxides and chalogenides and exotics, e.g. quasicrystals. Some conclusions and future directions complete the review.