Don't neglect to learn these by sound. Knowing what they look like on paper is of little value when you are mystified by the sound of long CW characters. Knowing the rules of context that govern the use of prosigns is also very helpful.
AAA is the period. Use it at the end of a sentence when the following sentence will pertain to the same subject.
AR is used at the end of a transmission when calling a specific station before the two-way contact has been established. Use it in place of K or KN when answering a CQ, or calling someone for a sked.
AS means "Please stand by for a moment", usually used to let the other guy know that you have to talk to someone else in the room, answer the telephone, or fix some technicial glitch and that the band didn't just fall out from under your QSO. You'll be back in just a mintute.
BT is kind of like the period. Use it at the end of a sentence when the next sentence will pertain to a different topic.
CL follows SK when you are also vacating the frequency just used. Note that the letters are not run together on this one.
DN is the slash (/). It is used to indicate mobile, QRP, or operation from a different call area than that indicated by your callsign.
IMI is the question mark.
K is used at the end of a transmission means you are listening for an answer from any station. Use it when calling CQ. Once you have established contact with a station and you do not want to be interupted by a third party, use KN instead.
KN is used at at the end of a transmission when only the other party already in the QSO is invited to respond.
MIM is the comma.
R means "Roger" or "Received". Use it at the beginning of a transmission ONLY if you copied 100% of what was just sent to you. Don't use it if anything was missed. Use BK instead, and something like "FB on UR QTH but missed UR name". You can also start a transmission with BK even if something was not missed. High speed operators often use this method instead of KN and R.
SK is used at the end of your final transmission of a QSO. If the other station has not yet sent his "final" you may follow SK with KN.