Tick one check box before you publish a post —or after you publish it— and the post will stick to the top of your blog, appearing before all other posts, regardless of how long ago it was published!

To use this feature, look in the “Publish” box of your post editor.  There you will see a section labeled “Visibility”.  Normally this just reads something like “Visibility: Public”, but alongside that text is a small “Edit” link.  By clicking “Edit”, a special configuration area will slide down, revealing options to make your post private (only you can read it), password protected (selecting this will then prompt you to enter a password), or public (the default).  As long as the post is public, a further option will appear to “Stick this post to the front page”.  Simply checking that box will make all the sticky magic happen:

Advanced tip:  If you make two or more posts sticky, the top place is always taken by the oldest post.

If you are more of a visual learner, you can watch the process: