How many times have you tried to pick an object that was underneath another object? Some times it's not so easy, especially if you have several objects in a busy area.
Solution: Start your command (move, copy, delete, whatever). Place your cross hair over the desired object (or stack of objects).
If you can't select the proper object, press the shift key and spacebar (Shift+Spacebar) simultaneously to toggle through the stacked objects. When the object you want is highlighted, pick it and you are on your way.
Happy CADDing.
(I had to edit this post because I wrote that you press the CTRL+Shift to do this - what a Moron I am. Sorry about that.)