Here it is an interesting depiction of the archetypes
There are two types of unconscious, the personal unconscious and the collective. The personal unconscious is pretty much self defining and doesn't need to be perceived as mysterious or supernatural (though it is occult in the truest sense of the word - 'hidden'). The personal unconscious contains all the stuff that simply isn't conscious. It contains stuff that can be made conscious by simple act of will, stuff that requires some digging, as well as stuff that may never be recalled to consciousness ever again. It is made up of the things you've experienced every day of your life. I'm not sure if it is strictly true that nothing is ever really and truly lost, totally forgotten, but it seems that the psyche is very reluctant to let much go in the event that it might come in handy someday. The psyche is a pack rat, the unconscious full of its stuff.
The Big Five
The Big Five are the Persona, the Ego, the Shadow, the Anima/Animus, and the Self. Each has a specific role or quality which is why I prefer to think of them as functions.
The Persona is that which we present to the outside world. It isn't really our selves, though there is a danger we can identify too much with it and believe it to be so. It is a mask. It's not a bad thing to have, in fact it's necessary for getting along with others. Jung seems to talk about it in the singular, but I suspect that a well adjusted person has several masks and is adept at juggling them and knowing which one is appropriate when and just how opaque it needs to be. In any event, singular or plural, it's a fact of life. Ask a doctor what he does and he won't say, "I do medicine", he's unlikely even to say, "I practice medicine". What you'll likely hear is "I'm a doctor". Occupation isn't the only shelf where masks are pulled from. Religion, sexual orientation, politics, the social sciences....
The ego is the centre of consciousness. It is identity. It is 'I'. But it is not the totality of the psyche. Being the king of consciousness amounts to dominion over a small but important land surrounded by a wide world of terra incognita. The more aware the King is of lands beyond his domain the more secure he will be on his throne, but he must not be tempted to open the borders to it all. In Jungian theory the unconscious is far too vast to ever be made fully conscious, poking about in it is not without danger, yet ignoring it is also a mistake since it leads to a brittle fixedness which at best impedes growth, at worst can break when under the pressure of the 'threat' of change.
I was a couple of sentences in on Anima/Animus, before I noticed that I had forgotten the Shadow. That is the nature of this archetype, it is the receptacle for all of that which we have for one reason or another disowned. There seems to be a movement on to 'redeem' the Shadow, as evidenced by such books as Your Golden Shadow, but in truth there's a great deal that's very, very unpleasant here, since we have good reason for wanting to disown our darker natures. The avenue for an attempted redemption of the Shadow lies in the belief that everything disowned winds up here. A person who grew up in a family where level headedness prevailed and such things as art making were not given much value may discover some artistic aptitude hiding out in their shadow. There are treasures here, but they are buried in stinking muck.
The Anima is the female soul image of a man, the Animus the male soul image of a woman. That is the most simple definition, and one which many struggle with, since Jung seems quite absolute in defining a person's soul image as gender opposite. "Soul image" sounds very pretty, but the Anima/Animus is not without a negative pole as well. Jung's anima whispered to him that what he was doing was "art". He rejected this and pushed ahead as a 'scientist' which was much better in a society which regards science as 'serious' and art as less so. If one is on good terms with one's Anima/Animus he/she can prove a valuable messenger between the unconscious and the conscious, a connecting link - a veritable Hermes.
The Self is simply the centre and the totality of the entire psyche. It is the archetype which contains all the other archetypes and around which they orbit. It's something of a paradox, and extremely difficult for the conscious ego to accept.
Archetypes and the Individuation Process
According to Jung, one must get in touch with the Shadow and Anima/Animus before one can truly get in touch with the Self. The order is sequential, and as tempting as it may be to try and skip the Shadow or deal only superficially with it, it is here that we begin. Jung referred to this initial step as "the First Act of Courage". And the first thing that is necessary in coming to terms with one's own shadow is simply to acknowledge that it exists. It sounds obvious, but there are those for whom the thought of actually having a darker side to their nature is extremely uncomfortable. Yet this is one of the primary reasons for undertaking the 'Shadow work' in the first place, since that which we have yet disavow in ourselves will be projected outwards.
One of the clues to projection of shadow content is the degree of negative emotion aroused in us by something in the outside world - often other people. It can be something they do, or even just the way they look. Projection is accompanied by emotion. Jung distinguished between 'feeling' (a function which evaluates) and 'emotion' (a physiological affect). If there is no projection of something which is at the root personal, it is possible to evaluate something (or someone) external as being 'bad', without being greatly upset, experiencing, at most, a sense of regret or pity. If the emotion is stronger than that, then we may want to ask ourselves what of ourselves we see in what is making us feel that way. That said, it is important to note that not all projection is negative, that at some level it may all be projection given our subjective perspectives, and that there is a place in the world for righteous anger which motivates social action for change.
One of the advantages of withdrawing one's shadow projections and owning our own 'stuff' is that the external world may brighten up a little for ourselves and those around us, since we won't be projecting so much of a negative nature outwards and saying, 'That's just how the world is, life's a b i t c h and then you die.' There is also truth in the 'Golden Shadow' observation that there are things of value which we have disowned, both aptitudes and qualities, in the Shadow. The person who blushes, and qualifies, and resists, and is generally tremendously uncomfortable when asked to sing may have a part of them which wants nothing more than to belt out a round or two of something raucous, commanding the admiration of those around. Thus the popularity of having a few in a Karoke bar. Also, without going into great detail, life energy (libido) is locked up in the Shadow, energy we could all probably use more of.
The downside to the shadow work is that it involves confronting parts of ourselves which are located in the Shadow precisely because they are frightening or shameful. Jungian analysts advise that this work be done only under the supervision of a Jungian analyst, ignoring the fact that this eliminates a large class of people who cannot afford the services of such a professional. Another book (ref?) suggests that at very least one should do the work with the help of a very close friend whom one trusts in order to have a reference in the external world, an anchor and safe haven and source of reinforcement when dark realizations seem to be all out global truths of complete personal unworthiness. It isn't a journey to be undertaken lightly. At some vaguely defined point evolving naturally out of the process (?!) it becomes possible to begin the work of getting in touch with the Anima/Animus. There is less written on this stage than that of the Shadow, which is as one would expect, given that fewer have made it this far.