A relative pronoun connects a dependent clause to a main clause and refers to something already mentioned (the antecedent.)  This pronoun may serve as the subject or object of a verb, or the object of a preposition.  Que and quien are the most commonly used relative pronouns.

Que (who, whom, that, which) refers to persons or things, except after a preposition, when it refers to things only.  El que (and its forms - la que, los que, las que) and el cual (and its forms - la cual, los cuales, las cuales) may replace que or quien.  These pronouns are used for clearness when there are two antecedents, and with prepositions.

La casa en que vivo es pequeña.  The house in which I live is small.
He visitado la ciudad cerca de la cual vive.  I visited the city near which he lives.

Quien (-es) (who) is used in a supplementary clause.  When used with a preposition, it means whom.  Quien (-es) is often used in place of el que and its forms as well, when it means one who, those who, etc.

Lo que and lo cual (which) refer to the whole sentence.

Cuyo (-a, -os, -as) is a possessive adjective and it agrees in gender and number with the thing possessed, which is always the word that follows it.