I've searched through the archives without finding anything on this topic.  Hopefully this will help someone else...

Summary: to use IN() or related functions, you must search through a list, not a search result.

On the SQLobject website, there's an intriguing sentence in the section on subqueries:
"Available queries are IN(),NOTIN(), EXISTS(), NOTEXISTS(), SOME(), ANY() and ALL(). The last 3 are used with comparison operators, like this: "somevalue = ANY(Select(...))".

So how would I use IN()?   I guessed (wrongly) that IN() is for selecting items that are IN the results of another query.  Not! They're for selecting items that are in a list.

Here's my situation:
I have a Route class with fields including hoodfrom and hoodto (start and end neighbourhoods for a route). Neighbourhoods can be in one of four quadrants, but the quadrant information is not in the Route class: there's a separate Neighbourhood class that has fields including name and quadrant. 

Let's say I want to select all routes which start in a neighbourhood that's in the 'SE' quadrant and which end in one in the 'NW' quadrant.

I'm unable to figure out how to build a single query that does this (perhaps some kind of join is needed?), but I can build some individual queries that get me partly there. The following two queries get me lists of the neighbourhoods that meet the start and end criteria.
select2 = Neighbourhood.select(Neighbourhood.q.quadrant=='NE')
select3 = Neighbourhood.select(Neighbourhood.q.quadrant=='NW')

Now I want to create a query that selects records whose hoodfrom is in the results of select2 and whose hoodto is in the results of select3. I tried this:
select = Route.select(AND(IN(Route.q.hoodfrom,select2),IN(Route.q.hoodto,select3)))

It seems to work (at least, it doesn't barf), but when I try to print out results, there's an error.  To print out results, I tried:
for sel in select:
    print sel.hoodfrom, sel.hoodto

The error message is:
Traceback (most recent call last):
ValueError: Unknown SQL builtin type: <class 'sqlobject.sresults.SelectResults '>
 for <SelectResults at 1194910>

To resolve this problem, I took the results of the first search, select2, and created a list:
nelist = []
for sel in select2:
    nelist.append( sel.name)

And I did something similar for the results of select3, building a nwlist.

Then I re-ran the select query, modifying it to use the lists instead of the queries:
select = Route.select(AND(IN( Route.q.hoodfrom,nelist),IN(Route.q.hoodto,nwlist)))

To see the results, I did this:
for sel in select:
    print sel.hoodfrom, sel.hoodto

which gave me an output:
Bridgeland Bowness
Bridgeland Mount Pleasant
Bridgeland University of Calgary
Bridgeland Mount Pleasant
Bridgeland Crescent Heights
Bridgeland Hillhurst

Stewart Midwinter
Skype, GoogleTalk, iChatAV, MSN, Yahoo: midtoad