Assuming no one breaks out by running the table in South Carolina and Florida, each of the five candidates could win at least one Super Tuesday state. Mike Huckabee picks up Arkansas and Alabama. Fred Thompson locks up Tennessee. Romney grabs Massachusetts and Utah. Rudy Giuliani rolls to victory in New York, New Jersey and Connecticut, and John McCain pockets Arizona. Since only 10 of the 21 states have winner-take-all primaries, the actual apportionment of delegates will even be more spread out among the candidates.
Half of all convention delegates will be selected on Super Tuesday, but the scenario above could mean that no single candidate would emerge a winner that day. Not in terms of state wins, or convention delegates, or "Big Mo." With the exception of Romney, who's funding his campaign, the candidates will be broke, but will likely stay in the race and position themselves for a brokered convention.
State bylaws bind most delegates to support a particular candidate for at least the first ballot or so. But not all delegates are legally committed. The party leadership in each state appoints convention delegates, and these delegates - several hundred in all - are uncommitted. Another slug of uncommitted delegates comes from states that don't choose delegates based on how candidates fare in their primary elections. These state primaries are no more than beauty contests. The convention delegates are elected by congressional district without a presidential candidate's name next to theirs. These uncommitted delegates are free to vote for whomever they want, regardless of how many votes any particular presidential candidate won districtwide or statewide.
Here's where it gets interesting.
At a brokered convention, states with large numbers of uncommitted delegates on the first couple ballots have tremendous leverage. That is, unless the uncommitted delegates from these states have made informal commitments to particular candidates.