Parallax Measurement
Parallax is one of the most important Distance measurement methods used by Astronomers. It can only be used for very nearby stars, but it is very accurate.
To see how it works, look at the pictures below

Parallax in action
Can you see how the movement of the photographer makes the nearby lamppost appear to move relative to the distant tower? The same effect can be measured as the Earth orbits around the Sun.
You can see this in the diagram here (which is not to scale!):

Earth Parallax
By measuring the angle labelled p on the diagram, we can calculate the distance to the nearby star.
However, even for the nearest stars, the angle is very small - usually only a fraction of an arcsecond - but if you are very careful, and especially if you can use telescopes on satellites, you can measure the distance to stars several hundred light years away.
