When you're taking a deposition, don't ignore your opponent's objections to the form of your question. If you're planning to use the transcript at trial or for other purposes, you might lose the right if your opponent's objection is sustained.
Once you hear "objection, form," you'll often know right away what was wrong with the question. Often, it was just too wordy, making it vague. Simplifying the question will usually take care of the form problem and is good practice anyway. Withdraw the question and ask a better one. You don't need to feel like this is an admission of defeat: it's not.
What about those bothersome opponents who interject form objections just to be bothersome? If you don't know what's wrong with the form of your question, ask your opponent to tell you. You're entitled to an opportunity to fix your question. If it turns out that your opponent can't explain, it means he was just trying to harass you. Keep asking for the reason for the form objection, and chances are he'll stop.