If you are in Wire-frame mode you can select within the bounding box of the item to drag it directly, even if it's inside another object. Can also drag the bounding box on one of the scene window walls to constrain movement. Just click(hold) & drag the item. Make sure you don't select the "object", it must be the bounding box. If you by accident select the outer object you must deselect it and try again. Other option is to "click & hold" your pointer on the area of several objects & a sub-menue list of all objects will pop-up on your window for selection.