A cheerful way to steganography: Compose and download a punchcard at http://masswerk.at/keypunch then mail it to a friend. Scan this card back to text at "The Virtual Card Reader" http://masswerk.at/cardreader. Any URL, e-mail address, or Twitter-user will be detected and presented as a working link. (Even solves simple arithmetic expressions.)
I'm always worried when people mention steganography because often they've just read something about it, and coded up a nice proof of concept toy to play with, and they put it on a bit of webspace somewhere.
These toy systems often use things like manipulating the LSB in gifs. But these are trivially easy to detect and are not a safe form of steganography.
I'm a bit surprised we haven't seen more steganography now that many people have fast Internet connections. Traditionally bandwidth is too limited to cope with the huge amounts of cover text you need to hide the plain text.
