First Activity
Intent myIntent = new Intent();
myIntent.putExtra("key", "value");
startActivity(myIntent);
New Activity
Intent myIntent = getIntent(); // this is just for example purpose
myIntent.getExtra("key");
Check out the different types you can use on the Android Dev Site
Note: If you’re looking for a way of sharing an object/data globally then you could extend the Application class. Check out How to declare global variables in Android? (answer by Soonil)