The stellar spheroidal components of the Milky-Way contain the oldest and most metal poor of its stars. Inevitably the processes governing the early stages of Galaxy evolution are imprinted upon them. According to the currently favoured hierarchical bottom-up scenario of galaxy formation, these components, specially the Galactic halo, are the repository of most of the mass built up from accretion events in those early stages. These events are still going on today, as attested by the long stellar streams associated to the Sagittarius dwarf galaxy and several other observed tidal substructure, whose geometry, extent, and kinematics are important constraints to reconstruct the MW gravitational potential and infer its total (visible + dark) mass. In addition, the remaining system of MW satellites is expected to be a fossil record of the much larger population of Galactic building blocks that once existed and got accreted. For all these reasons, it is crucial to unravel as much of this remaining population as possible, as well as the current stellar streams that orbit within the halo. The best bet to achieve this task is to carry out wide, deep, and multi-band photometric surveys that provide homogeneous stellar samples. In this contribution, we summarize the results of several years of work towards detecting and characterizing distant MW stellar systems, star clusters and dwarf spheroidals alike, with an emphasis on the analysis of data from the Dark Energy Survey (DES). We argue that most of the volume in distance, size and luminosity space, both in the Galaxy and in the Clouds, is still unprobed. We then discuss the perspectives of exploring this outer MW volume using the current surveys, as well as other current and future surveys, such as the Large Synoptic Survey Telescope (LSST).