Los Pronombres Objetivos

In English, direct object pronouns are simply pronouns in the objective case, such as "him", "her", and "it"; these words also apply to indirect objects and any other object, really, but in Spanish there are separate cases: The Spanish objective personal pronouns (direct objects) are as follows:
  Singular Plural
1st Person: me nos
2nd Person: te os
3rd Person: lo/la los/las
Also, like most adjectives, objective personal pronouns either precede the verb or (in the case of infinitives or imperatives) are attached at the end, and also note how only the third person pronouns are different from the reflexive pronouns. Let's look at some examples:

Luz: "Mamá, ¿Dónde están los platos que acabamos de comprar? No los puedo encontrar."
Mamá: "Los puse encima de la mesa en la cocina. Recógelos por favor: Los necesito."
Luz: "Sí, Mamá, pero ¿me puede dar la sal para guardarla en camino?"
Mamá: "Sí, aquí está."

Did you note how the pronouns were placed? Don't worry, it's not very difficult. But note how each pronoun could only be attached to the verb if it is the object of that verb (such as "los" and "encontrar" in the first sentence). Also note that there are two 3rd person pronouns in both the singular and the plural, and each has its own meaning (they are not interchangeable):

lo/los → him, it (masculine), them (masculine or combination), you (formal)
la/las → her, it (feminine), them (feminine), you (formal)

Now that you know two types of pronouns (other than nominative), you must learn their order: Objective and reflexive pronouns cannot be placed wherever you want. The typical order is the following:

"nominative + reflexive + indirect + direct + verb(+objective)"
Por Ejemplo:
(Yo) lo di - I gave it
(Yo) quiero darlo - I want to give it

The indirect object pronouns in Spanish function exactly like English, and they precede the direct object pronouns:
  Singular Plural
1st Person: me nos
2nd Person: te os
3rd Person: le les
Indirect objects are used, in English, with the expressions "to" or "for", such as, "I wrote a letter to her", but often we omit the phrase and say more colloquially, "I wrote her a letter." Ironically, Spanish indirect object pronouns function much more similarly to the latter manner: Recall the previous formula:

"nominative + indirect + direct + verb(+pronoun)"

Let's look at some examples:

(Yo) te lo prometí - I promised you it (or) I promised it to you
Ella no me las podía dar - She couldn't give me them (Note that this sentence could also omit "Ella" (if a previous sentence identified it as the subject) and could order the pronouns in the following different manners: "no podía dármelas"; "no me podía darlas"; "no las podía darme")

Note how in the last sentence we combined the indirect object, direct object, and verb infinitive into "dármelas" (adding the accent so that "dar"'s original stress remained the same); imagine, however, if we had had the following sentence:

No le la pude comprar - I couldn't buy it for her (*Note: This sentence isn't correct)

If we combined the pronouns and verb the same way as before, we would have this:

No pude comprárlela

But note how the "-lela" is hard to say and actually looks weird. In this case, we can replace the indirect object pronoun with its reflexive counterpart "se":

No pude comprársela

*: The rule about not placing "le(s)" before "lo(s)/la(s)" applies even when the words are separated but still next to one another, so the first example (purposefully incorrect) should be "No se la pude comprar (por ella)" (the "por ella" is added to clarify if necessary)

Lastly, remember that the pronouns occur in a specific order in a sentence:

nominative + reflexive + I.O. + D.O. + verb
Por Ejemplo:
Cuando se le lo da - When you give it to him (the "se" is impersonal; see Impersonal Se)
Note that the sentence above is hypothetical and grammatically incorrect: If one truly wished to say that, the indirect object pronoun "le" would have been replaced with "a él",so that the correct sentence would be "Cuando se lo da a él"; alternatively, one could use the sentence in "tú" form: "Cuando se lo das" (the "se" refers to "a él").

Indirect Object pronouns are also used with verbs that only work in English with a "to" or "for" expression, such as talking, along with certain verbs that use direct objects in English.
Me habló antes de salir - He spoke to me before leaving
A Juan su maestra le aconsejó de estudiar más duramente - Juan's teacher advised him to study harder
There is something that one must note about indirect object pronouns: When using them to indicate an action done to or for a specified person, the use of the indirect pronoun is optional.  For instance, consider the example:

Ya (le) di eso a Juan - I already gave that to Juan

Note how even though "a Juan" indicates that the action is done to Juan, le can still be included.  This can also apply to direct objects (see: La "A" Personal)

Finally, Spanish has prepositional pronouns, pronouns that are used as objects of (certain) prepositions.
  Singular Plural
1st Person: nosotros
2nd Person: ti vosotros
3rd Person:

You are used to hearing this with "por" and "para" and "en", three of the most common prepositions with which these pronouns are used (they are also used with others, such as "de" and "a"):

¿Es éste para mí? - Is this for me?
¡Estoy harto de ti! - I'm sick of you!
Aunque son hermanos, hay muchas diferencias entre sí. - Although they are brothers, there are many differences between them.

Note: though "sí" is technically the 3rd person pronoun, it is so equivocal that it is rarely used

These pronouns are also used with "con" and "sin", but in the case of the "con", the singular forms merge the preposition with the pronoun:

No te preocupes: Estás conmigo - Don't worry: You're with me
Iré contigo - I'll go with you
Fuimos al cine consigo - We went to the movies with (him/her/you(formal))
(Note that because consigo can refer to any third-person singular pronoun, often the pronoun itself is used for clarification: con él, con ella, con usted)

But they are not merged with "sin":

Sin ti, no hay esperanza - Without you, there is no hope

Also note that the preposition "como" (meaning "like" or "as") uses the nominative case: Como yo not como