Well. That's a Deep Subject.

See in Glorious Hi-Fi! From xkcd, an elegant and powerful way of illustrating the difficulty of escaping from the gravity of a number of bodies in the solar system. As well as yo' mama. The labeled half circles are proportional to the diameter of each planet/moon, and the depth of the hole is proportional to the amount of energy in terms of change in velocity a spacecraft would have to achieve to completely escape the body. Note that spacing between the bodies in the above picture is not proportional to actual distances between orbits. Man, I love geeky humor! I suppose that illustrating the sun's gravity well would render all the detail of the above illustration invisible, but all the math is there to work it out.