The delegates are the people who go to the National Convention. They do have to vote for the person they pledged to, unless their pledged candidate is no longer in the running. In that case it does depend on the state party rules, but I think in most cases the candidate can decide to either release them to go where they want or can bargain with them. They don't usually bargain for "stuff" though, most bargain for jobs.
The Super Delegates are a whole different beast though. Super Delegates are party leaders and are not actually supposed to pledge to a candidate before the convention but often do. They CAN, however, change their pledge. It is very likely that even though they pledge to a candidate they may move their pledge to another if it is clear that their constituents want a different candidate. They, too, can bargain with their vote, though it isn't QUITE as valuable since it is only one vote. If the delegate count from the primaries and caucuses is close then the super delegates will be important. Right now the super delegates are looking HUGE for 2008 but it will depend on how the next few primaries go really. Super Delegates are also called PLEOs sometimes. It is the same thing. And they are primarily attached to the Democratic Party and not so much to the Republicans.