Source: Mr. Bridge 

I never know whether to lead an ace against a small slam. While I hate doing so in case the king is on my right, I am aware that I might lose the ace altogether if I do not cash it. What should I do?

I am not a big fun of leading out aces against slams, though there are hands on which it is right. Sometimes, the opponents have bid a slam with two fast losers in a suit. Competent opponents will not do this very often, of course, unless pre-emptive bidding by your side has forced them to guess. If your ace is in a suit on which you expect declarer to play (the trump suit or dummy’s main suit), it is rarely right to lead the ace. It is usually better to try to set up a winner in some other suit that you can cash when you get in with your ace. If the opposing hands are balanced, again an ace lead is unlikely to be right. In terms of whether the ace is a safe lead, what you have with the ace is important. The longer and weaker the suit, safer the lead. If you lead the ace from A-6-5-4-3-2, it is unlikely to cost a trick even if declarer does have the king. By contrast, a lead from A-Q-x is often going to cost when declarer has the king. The best time for leading an ace arises when you have a trump trick or reason to suppose that your partner does. There is no absolute rule I am afraid.

When making a slam try, please tell me the difference between cue- bids and splinter bids.

The difference is that a cue bid shows a control, which might be either a high card or a short suit, whereas a splinter always shows a short suit. For a cue bid, you would generally have an ace (sometimes a king) or a void (sometimes a singleton) in the suit in which you make the cue bid. For a splinter, you would have either a singleton or a void in the suit.