The space density of late M dwarfs, subtypes M7 to M9.5, is not well determined. We applied the photo-type method to iz photometry from the Sloan Digital Sky Survey and YJHK photometry from UKIRT Infrared Deep Sky Survey, over an effective area of 3070 deg2 , to produce a new, bright J(Vega) < 17.5, homogeneous sample of 33665 M7 to M9.5 dwarfs. The typical S/N of each source summed over the six bands is > 100. Classifications are provided to the nearest half spectral subtype. Through a comparison with the classifications in the BOSS Ultracool Dwarfs (BUD) spectroscopic sample, the typing is shown to be accurately calibrated to the BUD classifications and the precision is better than 0.5 subtypes rms; i.e. the photo-type classifications are as precise as good spectroscopic classifications. Sources with large chisq> 20 include several catalogued late-type subdwarfs. The new sample of late M dwarfs is highly complete, but there is a bias in the classification of rare peculiar blue or red objects. For example, L subdwarfs are misclassified towards earlier types by approximately two spectral subtypes. We estimate that this bias affects only <1% of the sources. Therefore the sample is well suited to measure the luminosity function and investigate the softening towards the Galactic plane of the exponential variation of density with height.