They are prayed during vespers in the liturgy of the hours.
They are prayed just before the Magnificat, one of the most beautiful prayers of thanksgiving that we have.
Anyhow, I love the O antiphons for their long rich tradition, because they pull me back into Advent each night, and for the art that is tied to them as well. As usual, I love the whole rich woven package. What can I say, it's a Catholic thing, I love it.
Here is an explanation of them, better than I could do:
The importance of “O Antiphons” is twofold: Each one highlights a title for the Messiah: O Sapientia (O Wisdom), O Adonai (O Lord), O Radix Jesse (O Root of Jesse), O Clavis David (O Key of David), O Oriens (O Rising Sun), O Rex Gentium (O King of the Nations), and O Emmanuel. Also, each one refers to the prophecy of Isaiah of the coming of the Messiah.
So, I'm putting up these antiphons each evening, just as a reminder to myself that we are waiting on the Messiah, and why.
Blessed Advent everyone!