We review some of the theoretical results that we have obtained recently on the adsorption of polyelectrolytes on surfaces of opposite charge. We consider two problems, the formation of polyelectrolyte multilayers and the formation of complexes between rigid polyelectrolytes and small spheres. For polyelectrolyte multilayers, the overcompensation of the adsorbing surface charge and the anchoring between consecutive layers are studied. For polyelectrolyte-sphere complexes, the wrapping of the polymer on the sphere is shown to occur continuously at low ionic strength and discontinuously at high ionic strength. The findings of some recent experiments are briefly compared with our results.