I am finding myself using this function a lot now, and I constantly forget the function name:
It allows you to pass in some additional parameters, and a URL, and receive back the URL with the query string params added. For example:
$some_url = "http://simonwheatley.co.uk/?stuff=whatever";
$params = array( 'wp_siteurl' => "http://www.example.com" );
$some_url = add_query_arg( $params, $some_url );
This will result in a url something like this:
Pretty cool, huh? So now you don’t need to worry about what parameters are already in the URL, you can just hand all that hassle to add_query_arg.
Update: See also