Title Self Wife Son Daughter
----- ---- ---- ---- ----
Duke Duke of +title Duchess of +title Lord +first Lady +first
Marquis Lord +title Lady +title Lord +first Lady +first
Earl Lord +title Lady +title Hon. Lady +first
Viscount Lord +title Lady +title Hon. Hon.
Baron Lord +title Lady +title Hon. Hon.
Baronet Sir +first Lady +surname Mr. Miss
Knight Sir +first Lady +surname Mr. Miss
Barons and above are "peers" who sit in the House of Lords. The (usually) hereditary titles are the rank of Baronet and all higher ranks.
Title in the table above means that the name of the noble title itself follows "Lord" or "Lady"; this is not necessarily the same as the surname of the person holding the title (i.e. "John Carteret, Viscount Dalrymple", is known as "Lord Dalrymple", not "Lord Carteret"). For barons, the name of the title is often the same as the surname, while for ranks above Viscount it is usually different. Names of titles which are place-names are preceded by "of" in long forms of titles (e.g. "The Earl of Oxford"), but not when after "Lord" or "Lady".
First in the table above means that the surname can also be added, but the first name cannot be omitted -- i.e. Sir Walter Elliot, Baronet, can be referred to as "Sir Walter", but never as "Sir Elliot".
Surname means that the honorific must be followed directly by the surname (e.g. "Lady Lucas" is the wife of "Sir William Lucas", a knight), and that the woman's first name cannot be added in between (unless, of course, the wife of a knight or a baronet also happens to be the daughter of an earl or higher, as Lady Catherine de Bourgh is). These restrictions are partially due to the general British pattern of not following an honorific by a married woman's first name if she is only entitled to the honorific because of her marriage (this also explains the "Mrs. John Dashwood" style used for ordinary married women).
Hon. in the table is an abbreviation for "The Honourable". This was usually omitted in all but very formal contexts (so that Mr. Yates is usually referred to as such, without his "Hon.", and Colonel Fitzwilliam in Pride and Prejudice is never given the "Hon." to which he is entitled); it could also be prefixed to "Miss" or "Mr." (e.g. "The Hon. Miss Carteret").
Lord + first name for sons of Marquis and up is a separate usage from Lord + subsidiary noble title -- the latter being used for the eldest sons of peers (from Earl on up) who happen to have secondary "courtesy" titles.
Peeresses who have inherited a noble title in their own right are given the same honorific usage as wives of peers, and their children have the same honorifics as children of peers, but their husbands are not given any special honorific usage. (Nowadays woman knights have the honorific "Dame".)
The honorifics listed in the table above (accompanied by name or title) are used in third-person reference, and (except for those with "Duke", "Duchess", and "Honourable") can also be used in direct address (as vocatives) -- although other terms may be more common in such vocative uses.
Notice that the honorific "Lady" is actually used in three different and distinct ways -- with name of title for wives of Barons and up; with surname for wives of Baronets and Knights; and with first name for daughters of Earls and up.