We say that the polynomial sequence $(Q^{(\lambda)}_n)$ is a semiclassical Sobolev polynomial sequence when it is orthogonal with respect to the inner product $$ _S=<{{\bf u}} ,{p\, r}> +\lambda <{{\bf u}}, {{\mathscr D}p \,{\mathscr D}r}>, $$ where ${\bf u}$ is a semiclassical linear functional, ${\mathscr D}$ is the differential, the difference or the $q$--difference operator, and $\lambda$ is a positive constant. In this paper we get algebraic and differential/difference properties for such polynomials as well as algebraic relations between them and the polynomial sequence orthogonal with respect to the semiclassical functional $\bf u$. The main goal of this article is to give a general approach to the study of the polynomials orthogonal with respect to the above nonstandard inner product regardless of the type of operator ${\mathscr D}$ considered. Finally, we illustrate our results by applying them to some known families of Sobolev orthogonal polynomials as well as to some new ones introduced in this paper for the first time.
