We present a new determination of the dust content and near-ultraviolet/optical extinction curves associated with a sample of similar or equal to 8300 strong, W-0(lambda 2796) > 1 angstrom, Mg II absorbers, redshifts 0.4 < z < 2.2, identified in Sloan Digital Sky Survey (SDSS) spectra of quasars in the data release 6 (DR6). Taking into account the selection effects that result from dust extinction, including the reduction in the signal-to-noise ratio of an absorber appearing in a reddened quasar spectrum, we find a stronger dependence of E(B - V) on absorber W-0(lambda 2796) than in other published work. The dependence of the median reddening on W-0(lambda 2796) can be reproduced by the power-law model E(B - V) = [(8.0 +/- 3.0) x 10(-4)] x (W-0)((3.48 +/- 0.3)) for 1.0 <= W-0 <= 5.0. Observed MgII samples, derived from flux-limited quasar surveys, are shown to suffer from significant incompleteness at the level of 24 +/- 4 per cent for absorbers with W-0 > 1 angstrom and 34 +/- 2 per cent for absorbers with W-0 > 2 angstrom. Direct determination of the shape of the near-ultraviolet extinction curves, using high signal-to-noise ratio composites, for absorbers as a function of E(B - V), shows evidence for systematic changes in the form of the extinction curves. At low E(B - V) (less than or similar to 0.05), the extinction curve is featureless and well represented by a Small Magellanic Cloud (SMC) like extinction curve. For intermediate E(B - V)s (less than or similar to 0.2), approximately a third of MgII absorbers show evidence for a 2175 angstrom feature and an extinction curve similar to that of the Large Magellanic Cloud (LMC). For the small number of high E(B - V) (greater than or similar to 0.3) absorbers, the majority of which exhibit strong CaII lambda lambda 3935,3970 absorption, there is evidence for the presence of a 2175 angstrom feature as strong as that found in the MilkyWay (MW). Near-infrared photometry for six of the systems indicates that the rest-frame optical portion of the extinction curve for these high E(B - V), and likely very high column density, systems is significantly greyer than the SMC, LMC or MW extinction curves. Application of the new results on the dust content of strong MgII absorbers shows that dusty absorbers can account for a significant proportion, up to a factor of 2, of the observed overdensity of absorbers seen towards gamma-ray burst (GRB) sightlines, compared to sightlines towards quasars in flux-limited samples.