This research consists of a large, new, digital sky survey, using the 48-inch telescope at Palomar Observatory, and a new, 112-CCD camera constructed for this purpose. The Palomar-QUEST (PQ) survey is a collaboration between Caltech and Yale primarily, with several other groups involved in various aspects. The ultimate goal is to cover about 15,000 square degrees, reaching to a depth twice that of the Sloan Digital Sky Survey by coadding, but the key distinguishing characteristic of this survey is its synoptic nature, covering the same regions of the sky repeatedly, on time scales ranging from days to years. This survey enables a broad range of science, much of it to be accomplished not by the current investigators but by the rest of the community, once the data are fully available. Specific projects include a large quasar survey, including searches for very high redshift and gravitationally lensed quasars, a search for supernovae, and a study of gamma ray burst afterglows. The survey will draw on the latest advances in information technology, and will be developed in close collaboration with the emerging National Virtual Observatory, so as to assure effective use and dissemination of the massive data sets expected, and their thorough scientific exploitation. The problems of data intensive science are common to many fields of science, industry, and society, so any solutions are expected to be broadly applicable, and to add to the national cyber-infrastructure.