Leviticus 23:40

"And you shall take for yourselves the fruit of a beautiful tree, branches of palm trees, twigs of thick-leaved trees, and willows of the brook, and you shall rejoice before God seven days"
The Four Species (Heb: Arbah Minim) are waved by observant Jews duing the festival of Sukkot. They are:

Lulav -- Palm Fronds:

This is the 'spine' of a date palm tree, which splits up to become the individual leaves. It must be fresh, about a foot long, and the leaves must be entirely unfurled and come together at a point at the top.

Etrog -- Citron

This is the 'fruit of a beautiful tree' mentioned above. It is a yellow citrus fruit, looking a lot like a lemon but with a wonderful fragrance. It normally has a little protrusion called a pitom on the end. An etrog must be fully ripe, be totally whole, should be as yellow as possible and have no blemishes. The pitom must also be attached (it's very delicate). Some etrogs grow without a pitom, and those are kosher for use.

Hadassim -- Myrtle twigs

These wonderful-smelling twigs must be straight, with no offshoots. The leaves have to be in threes going down the twig; those with twos are not acceptable. They should be minimum 11 inches long, and not at tall as the lulav. Three of these are needed.

Aravot -- Willow twigs

These willows should again be about 11 inches, not longer than the lulav and without offshoots. Their leaves should be smooth, not serrated, and ideally their stems should be red. This time, two of these are taken.

The above is a brief overview of some of the laws of the Four Species, but as always things are much more complex. For this reason, Jews tend to buy sets of Arbah Minim pre-checked and in one go.

Usage

The Four Species are held together and waved in all directions every day of Sukkot, except on shabbat. Originally, this was only done on the first day, and only those in the Temple waved them every day. After the destruction, Yochanan ben Zakkai's court decreed they should be taken the whole of Sukkot to recall the Temple.

To say the blessing, the hadassim and aravot are bound to the right and left of the lulav respectively by palm leaves. These are held, along with the etrog, in the right hand (or the left if you're left-handed) with the etrog's ptiom down. The following blessing is then said:

Baruch ata Adonai, Eloheynu melech ha’olam, asheyr kidish'anu b'mitzvotav, v'tziyvanu al netitlat lulav

Blessed are you GOD, our God, king of the universe, who has sanctified us through his commandments, and commanded us on the raising/waving of the lulav

The etrog is now turned over to be pitom-up, and the species are waved forwards, left, back and right.

An interesting aside: A person is only allowed to say the blessings on their own set of Four Species, according to the Rabbis' interpertation of "And you shall take for yourselves", above. This means that instead of someone with a set lending it to others, s/he instead gives it to them as a present, and then has it given back.

Traditionally, the Four Species are waved during shacharit, the morning service. In this case, they are kept out for Hallel, the psalms of praise recited on festivals. They are also carried in procession around the dais of the synagogue while supplicatory prayers, Hoshanot, are recited.

The symbolism of the four species is myriad. They are said to represent four types of Jew:
  • The lulav (with fruit, dates but no smell) represents one who studies Torah but doesn't do good deeds.
  • The Hadassim have fragrence but no taste these are said to represent Jews with good deeds but no studying
  • The etrog had a taste and a smell; it represents those who has both Torah and good deeds
  • The aravot, with no taste or smell, represent those with neither learning or good deeds

The binding of these together represents unity in the Jewish people. Another explanation based on their shapes makes the lulav a spine, the etrog a heart, hadassim like eyes and aravot mouths. By shaing them together, all of these body parts are seen as being devoted into the service of God.

The symbolism of the Four Species seems to have been greater in ancient times. Finds of Hasmonean and bar Kochba-era coins imply that they were used as a symbol for the Jews, much as the Star of David is today.

http://www.campsci.com/sukkot/lesson_one.htm
http://www.aish.com/sukkotspecies/sukkotspeciesdefault/Laws_of_the_Four_Species.asp
http://www.ohr.org.il/special/sukkos/succ95.htm
Please not a sukkot writeup is half-finished and on its way.

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