Today we tackle how to address all lords--i.e. all peerages below the rank of duke.
My real life example for this series, Arthur Wellesley, was granted a viscountcy in 1809 after his victory at the Battle of Talavera. I don't know why he became a viscount rather than a baron (plenty of men were granted baronages for military and naval achievements during the era), but my guess it was some combination of the fact he was born to the aristocracy rather than the gentry, his family's good political connections, and that it was becoming evident by that point that he was a damn good general. :-) (I'm pretty sure I would've wanted to strangle Wellington on a regular basis if I'd known him for his political views and elitism, but AFAIC he was second to none on a battlefield.)
At the lower ranks of the peerage, a lord's title is often the same as his last name. John Smith becomes Baron Smith, addressed as Lord Smith. E.g. the other major British hero of the Napoleonic era was ennobled as Viscount Nelson. This wasn't an option in Wellesley's case because his oldest brother was Marquess Wellesley (we'll see more of him later when I get around to who can and can't inherit and how titles become extinct). Since Wellesley himself wasn't available to be consulted, being occupied fighting the French, the College of Heralds (who keep track of such things) consulted his brother William, who pulled out the map and found a town in Somerset called "Wellington," near where their ancestors came from before going to Ireland. At that point our hero became Viscount Wellington of Talavera and Wellington, and William wrote to say, "I trust that you will not think that there is anything unpleasant or trifling in the name of Wellington." To which the new Lord Wellington replied that he thought William had chosen most fortunately. His wife was less pleased, mentioning in her diary that "Wellington I do not like for it recalls nothing."
I describe the name selection process at such length because it'd feel so odd, to me at least, to have your name changed for you, as an adult, and to just have to live with it whether you liked it or not. William could've saddled his brother the goofiest name on the map, and there wouldn't have been much Wellington (or, in this version of things, Lord Catbrain or Lord Netherwallop or or Lord Hoo) could've done about it. OK, those probably wouldn't have flown with the College of Heralds, but STILL.
Anyway. I digress. Up until 1814, Wellington kept getting regular promotions, as it were, becoming the Earl of Wellington, the Marquess of Wellington, and finally the Duke of Wellington. Until he became a duke, the proper address for him didn't change. He was Lord Wellington, addressed as "Wellington" or "sir" by those who were more or less his social equals and as "my lord" by inferiors. He signed his letters "Wellington." His wife was Lady Wellington, and she signed herself "Catherine Wellington." "Wellesley" almost disappears as far as they're concerned. (Their children are a different story, and a post for another week. It's about time I tackled heir's courtesy titles.)
Incidentally, when a peer holds a military rank in addition to his title, you call them Rank Lord Title--i.e. General Lord Wellington, Admiral Lord Nelson.