How much memory is used by an object?

[Alexandr Druzhinin]

Suddenly I detect that my application is using too much memory, so I 
need some way to know how much memory is used by some object to improve 
the app. How can I do it?
I've used some OS specific things but they aren't convenient because 
provide information about the whole application, instead of the specific 
class instance. Simple size calculation of class fields doesn't 
correspond to memory consumption.