How to copy selected lines to clipboard in vim

SHIFTV puts you in select lines mode. Then "*y yanks the currently selected lines to the * register which is the clipboard. There are quite a few different registers, for different purposes. See the section on selection and drop registers for details on the differences between * and + registers on Windows and Linux.

If you're on Linux and are using a VIm version 7.3.74 or higher (the version that gets installed in Ubuntu 11.10 onwards satisfies this), you can do

set clipboard=unnamedplus

which will place yanked text into the global clipboard, and allow you to paste from the global clipboard, without having to use any special registers. Unlike ldigas's solution, this will also work on non-gui versions of VIm.

set guioptions+=a

will, ... uhmm, in short, whenever you select/yank something put it in the clipboard as well (not Vim's, but the global keyboard of the window system). That way you don't have to think about yanking things into a special register.