We present colour transformations for the conversion of the 2MASS photometric system to the Johnson-Cousins UBVRI system and further into the SDSS ugriz system. We have taken SDSS gri magnitudes of stars measured with the 2.5-m telescope from SDSS Data Release 5 (DR5), and BVRI and JHKs magnitudes from Stetson's catalogue (available at http://www2.cadc-ccda.hia-iha.nrc-cnrc.gc.ca/community/STETSON/archive/ ) and Cutri et al. (2MASS, 2003, Cat. II/246), respectively. We matched thousands of stars in the three photometric systems by their coordinates and obtained a homogeneous sample of 825 stars by the following constraints, which are not used in previous transformations: 1) the data are de-reddened, 2) giants are omitted, and 3) the sample stars selected are of the highest quality. We give metallicity, population type, and transformations dependent on two colours. The transformations provide absolute magnitude and distance determinations which can be used in space density evaluations at short distances where some or all of the SDSS ugriz magnitudes are saturated. The combination of these densities with those evaluated at larger distances using SDSS ugriz photometry will supply accurate Galactic model parameters, particularly the local space densities for each population. (1 data file).