When we have to use DBNull.Value, null and "" in C#.Net?

I have a little confusion with the following things:

1. Null
2. DBNull.Value
3. ""

When I use Conditional Statements OR while assigning values, I am a little bit confused with these things. Sometimes it throws error and some times it works. I want to know when I want to use the above things. Are they specific with datatypes? I need your valuable suggestions please.