We use our integrated Sloan Digital Sky Survey (SDSS) photometry for 96 globular clusters in g and z, as well as r and i photometry for a subset of 56 clusters, to derive the integrated colour-metallicity relation (CMR) for Galactic globular clusters. We compare this relation to previous work, including extragalactic clusters, and examine the influence of age, present-day mass function variations, structural parameters and the morphology of the horizontal branch on the relation. Moreover, we scrutinize the scatter introduced by foreground extinction (including differential reddening) and show that the scatter in the CMR can be significantly reduced combining two reddening laws from the literature. In all CMRs, we find some low-reddening young GCs that are offset to the CMR. Most of these outliers are associated with the Sagittarius system. Simulations show that this is due to less age than to a different enrichment history. Finally, we introduce CMRs based on the infrared calcium triplet, which are clearly non-linear when compared to (g^' - i^') and (g^' - z^') colours.