We report follow-up observations of two gravitational lens candidates identified in the Sloan Digital Sky Survey (SDSS) data set. We have confirmed that SDSS J102111.02+491330.4 is a previously unknown gravitationally lensed quasar. This lens system exhibits two images of a z=1.72 quasar, with an image separation of 1.14"+/-0.04". Optical and near-IR imaging of the system reveals the presence of the lensing galaxy between the two quasar images. Observations of SDSS J112012.12+671116.0 indicate that it is more likely a binary quasar than a gravitational lens. This system has two quasars at a redshift of z=1.49, with an angular separation of 1.49"+/-0.02". However, the two quasars have markedly different spectral energy distributions, and no lens galaxy is apparent in optical and near-IR images of this system. We also present a list of 31 SDSS lens candidates that follow-up observations have confirmed are not gravitational lenses.Observations reported here were obtained at the MMT Observatory, a joint facility of the University of Arizona and the Smithsonian Institution.