How to make vim paste from (and copy to) system's clipboard?

I'm a vim user and most of the times when I'm coding I use yy or Shift + y to copy a line of string from one place and p to paste in another place in the same file.
What if we wanted to copy a string from one file to another or from another application to vim. I had stuck in this problem sometimes ago and thought this would be a nice thing to mention in my BLOG even if it is a simple thing.