We analyze a large query log of 2.3 million anonymous registered users from a web-scale U.S. search engine in order to jointly analyze their on-line behavior in terms of who they might be (demographics), what they search for (query topics), and how they search (session analysis). We examine basic demographics from registration information provided by the users, augmented with U.S. census data, analyze basic session statistics, classify queries into types (navigational, informational, transactional) based on click entropy, classify queries into topic categories, and cluster users based on the queries they issued. We then examine the resulting clusters in terms of demographics and search behavior. Our analysis of the data suggests that there are important differences in search behavior across different demographic groups in terms of the topics they search for, and how they search (e.g., white conservatives are those likely to have voted republican, mostly white males, who search for business, home, and gardening related topics; Baby Boomers tend to be primarily interested in Finance and a large fraction of their sessions consist of simple navigational queries related to online banking, etc.). Finally, we examine regional search differences, which seem to correlate with differences in local industries (e.g., gambling related queries are highest in Las Vegas and lowest in Salt Lake City; searches related to actors are about three times higher in L.A. than in any other region).