Using information and help from Olaf and patched adb from Flori7500 I can now use Android SDK to connect to my Galaxy.
Here is how I set-up Ubuntu 9.04 (Jaunty Jackalope) so that I could use adb to access my Samsung Galaxy GT-I7500. I can confirm that the same instructions also works after upgrading to Ubuntu 10.04 and Ubuntu 10.10.
Just as the Dev Guid tells you you will have to create a udev rules file so that your Linux detects the phone. However the exact syntax that is used in the Dev Guide does not work for Ubuntu 9.04 (Jaunty Jackalope) and the Samsung Galaxy GT-I7500.
So first use sudo to create the file /etc/udev/rules.d/51-android.rules with the following content.
Then set the correct permissions.
Now you need to update adb to use the new adb with patches provided by Flori7500. http://floe.butterbrot.org/external/adb.gz