Depends on the target. Metadata, image insertion, white space substitution , echo, lsb, spread spectrum, color manipulation, hidden stream are a few of the oldies but goodies
Current art data hiding method for digital images are all available on DDE webpage :
http://dde.binghamton.edu/download/
Here you can find matlab code (and C++ for some) of almost all current method for both JPEG and spatial domain and current method for steganalysis as well, using high dimensional feature space.