Dry cleaning is a pretty fantastic process, but it's not magic. If you spilled a glass of red wine on a white sweater, then left it in the closet for a month before taking it to the dry cleaner's, your options are either to kiss it goodbye or to pour the whole bottle over it and call it your new burgundy sweater. Natural fabrics like wool and cotton especially tend to absorb stains continuously over time, so the quicker you get these clothes to the dry cleaner's, the better.
Oil stains, too, become permanent very quickly. Watch out for cooking oil spatter and oil from clear salad dressings, as yellowing is a good sign of stain permanence.