Little words like at, for, in, on, and with are often prepositions, which attach a noun, pronoun, phrase, or subordinate clause to the rest of the sentence. In a first draft, writers are liable to place these awkwardly at the end of the clause:

Bob showed us the set of silk scarves that he once entertained the queen of England with.

If you find a preposition at the end of a clause in your writing, consider whether a different word order would be more graceful. You may also need to change that to which to accommodate the change:

Bob showed us the set of silk scarves with which he once entertained the queen of England.

In many cases, though, you’ll find that the little word at the end actually belongs there. Sometimes there is no more graceful word order. Then, too, the same words that function as prepositions can also serve as particles, or bits of phrasal verbs, and when this is their role, they must follow the main part of the verb:

He urged us, “Try them on. That’s what they’re here for.”

Try on is a phrasal verb. For is serving as a preposition, but That’s for what they’re here is much more awkward than the original wording. Besides, the sentence is in a quotation and should represent the speaker’s words accurately.