The Basics - Demonstrative Pronouns (This one, that one, that one over there, which one?)
All Ko-So-A-Do words are based on the following scheme.
ころ　　 This
それ    That
あれ    That over there
どれ    Which one?

All words formed from the Ko-So-A-Do follow the above pattern, こbeing something close to you, そbeing something close to the listener , あbeing something away from both speaker and listener and finally どbeing the question form.

So, without futher ado, the basic Ko-So-A-Do words...

Demonstrative Adjectives - (This, That, That over there (Specific), What one)
こ、そ、あ、ど　+の

Location - (Here, There, That over there, Where?)
こ、そ、あ、ど　+こ

Direction (Formal)* - (This way, That way, Yonder, Which　way?)
こ、そ、あ、ど　+ちら

Direction (Informal)* - (This way, That way, Yonder, Which　way?)
こ、そ、あ、ど　+っち
The prior two Ka-So-A-Do direction words can be used in reference to nouns.
Examples:
こちらはさとせんせいです - This is Teacher Sato
あっらのほんは９，０００円です - That book is 9,000 yen
やまださんそちらにいますか - Is that Mr. Yamada?

Kind or Type - (This Kind, That Kind, That kind over there, What kind?)
こ、そ、あ、ど　+んな

Extent - (To this extent, To that extent, To that extreme, To what extent?)
こ、そ、あ、ど　+んなに

That about covers it, there are a couple more types of Ko-So-A-Do words that I didn't cover but I feel that they are not needed yet, I  will update them in the future, along with some examples of usage of each.