Any time you have to fasten something heavy to a wall, it's best to drive the fasteners directly into the wall studs. Unfortunately, the studs aren't always right where you want them. When that happens, you'll have to use one of the several kinds of special fasteners that provide a firm anchor between studs. Each has its own virtues and weaknesses, so which you use depends on your walls and what you want to hang from those wall.
Toggle bolts are the most foolproof of the three. To use one you drill a hole through the wall, just large enough for the spring-loaded wings to pass through when folded down flat against the screw. Then you unscrew the wings off the screw, slip the screw through whatever you want to fasten to the wall, and thread the wings back onto the end of the screw. Fold the wings down and slip them through the fole in the wall.
Once through the hole, the wings willspring open to provide a large gripping surface on the back surface of the wall material. Tighten up on the screw until the wings are pulled up tightly against that surface. The job is done. If you ever decide to remove whatever you have fastened to the wall, just unscrew the toggle bolt. The wings will fall off the end of the screw and drop down behind the wall. Patch the hole and touch up with paint and no one will ever know the toggle bolt was there.
Molly bolts provide more holding power than toggle bolts, but are not as easy to use, or to remove. To use one, drill a hole in the wall just large enough for the anchor to pass through. Slip the molly into the hole and tighten the screw until the body of the bolt expands behind the wall and grips it. Stop tightening when you feel the screw becoming hard to turn. Don't overtighten or the molly may crush the wall and lose its grip.
Another danger: Molly bolts have sharp spurs just beneath the screw head. These are supposed to grip the wall and prevent the body of the molly from turning along with the screw. Sometimes, however, they don't get a good grip. The body turns along with the screw as you tighten it, and the spurs rip up the wall. When that happens you have to patch the wall and try again.
Once the molly is properly seated, you remove the screw, slip it through whatever you are fastening to the wall, and rethread it back into the body, which is now firmly anchored in the wall. Want to remove a molly? You'll have to drive it right through the wall with a hammer. That will rip a fairly large hole in the wall, so patching may require quite a bit of work.
Plastic screw anchors can be used in gypssum-board walls if the load you wish to hang is not very heavy. They are however, much less secure than toggle and molly bolts, and much more likely to crush gypsum board or to strip loose if overtightened. It's best to use them in concrete walls, or in plaster-and-lath walls. These materials are stronger than gypsum board and provide a firm base for the anchors to grip.