What is the best way to test for collisions between objects?

I am in the process of developing my first game, my first decent game that is. I understand how to develop the background and tileset for the game, but have yet to figure out an effective way of testing for collisions. As in you try to move the character into a wall, or another object on the level.
If I divide the level into tiles, it won't be to hard, but I am thinking I want to have the hero be able to move all over the place, not just from square to square.
Any suggestions or ideas will be greatly appreciated

If I divide the level into tiles, it won't be to hard,
but I am thinking I want to have the hero be able to
move all over the place, not just from square to
square.Err...
So if the hero is not on a square, the hero is not on a tile and consequently is not on a visible aspect of the game world?
I suspect that you wanted the hero to be able to move in any direction, not just the standard cardinal directions.
If you're using tiles to represent the game world, then the solution is simple - check to see if there's anything "solid" already on the target tile. If there is, abort the move and report it as a collision. If there isn't, permit the move.
It's only when you have a tile-less world that you actually have to determine if the leading edge of your hero crosses the boundary of an item (or border) that he shouldn't be allowed to cross. Doing so is complicated enough that I would simply suggest that you search the forum for third party collision detection packages that you can borrow.

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