how to use delegate controls in Sharepoint 2010

http://www.helpmeonsharepoint.com/2012/04/sharepoint-delegate-controls.html

http://howtosharepoint.blogspot.in/2010/04/how-to-use-delegate-controls-in.html

http://www.fivenumber.com/understanding-sharepoint-delegate-control/
http://www.spdavid.com/post/2010/01/21/GlobalNavigation-Delegate-Control-in-SharePoint-2010.aspx

SharePoint has a couple of delegate controls like

AdditionalPageHead
GlobalSiteLink0
GlobalSiteLink1
GlobalSiteLink2
PublishingConsole
QuickLaunchDataSource
SmallSearchInputBox
TopNavigationDataSource

What is the use of delegate control?
Using the delegate control a developer can customize the SharePoint site controls without editing or even touching the master page.
Note: We are not customizing the existing (default) delegate control but we are creating our own control loading onto the SharePoint site.