On many occasions it’s handy to have a list of conjugate prior distributions. Several books have it, but if you’re typing away on a beach somewhere, let me provide some links:

John Cook’s summary of univariate conjugate prior relationships:

John links to another two good sources: Wikipedia and to Daniel Fink’s “A Compendium of Conjugate Priors”.

John Cook also has a clickable diagram of distribution relationships, a subset of a much larger one by Leemis and McQueston (click to enlarge):

(Material found via LingPipe’s introduction to Bayesian statistics, thanks Bob.)