Available in several varieties, these work well for light (less than 10 pounds) and medium loads (10 pounds to 25 pounds). Anchors like the blue one don't expand enough to grab well in drywall; they work better in plaster and best in masonry. Anchors designed to spread their "wings" (right) are less susceptible to withdrawal.
How to use them: Drill a hole that allows a snug fit for the sleeve. You should need to tap it home with a hammer until the anchor flange seats against the surface. Fasten by driving a screw into the sleeve. Depending on size, sleeves will take #4, #6 or #8 screws.
Best for: Heavy picture frames, bulletin boards, smoke alarms, doorbell chimes, lightweight shelving, wall-mounted light fixtures, and wall-mounted mirrors on plaster walls.