Plotting horizontal and vertical lines in Mathematica

If you’re actually using Plot (or ListPlot, et c.), the easiest solution is to use the GridLines option, which lets you specify the x– and y-values where you want the lines drawn. For instance:

Plot[Sin[x], {x, 0, 2 \[Pi]},
  GridLines -> {{0, \[Pi]/2, \[Pi], 3 \[Pi]/2, 2 \[Pi]},
                {-1, -Sqrt[3]/2, -1/2, 0, 1/2, Sqrt[3]/2, 1}}]

EDIT to add:

Of course, this solution works if you just want to draw a line at a single, given number. For instance, if you want to reproduce the second example from dreeve’s answer:

Plot[Sin[x], {x, 0, 2 Pi},
 GridLines -> {{4}, {}}]

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