I have always found that ActiveRecord is good for quick CRUD-based applications where the Model is relatively flat (as in, not a lot of class hierarchies). However, for applications with complex OO hierarchies, a DataMapper is probably a better solution. While ActiveRecord assumes a 1:1 ratio between your tables and your data objects, that kind of relationship gets unwieldy with more complex domains. In his book on patterns, Martin Fowler points out that ActiveRecord tends to break down under conditions where your Model is fairly complex, and suggests a DataMapper as the alternative.
I have found this to be true in practice. In cases, where you have a lot inheritance in your domain, it is harder to map inheritance to your RDBMS than it is to map associations or composition.
The way I do it is to have "domain" objects that are accessed by your controllers via these DataMapper (or "service layer") classes. These do not directly mirror the database, but act as your OO representation for some real-world object. Say you have a User class in your domain, and need to have references to, or collections of other objects, already loaded when you retrieve that User object. The data may be coming from many different tables, and an ActiveRecord pattern can make it really hard.
Instead of loading the User object directly and accessing data using an ActiveRecord style API, your controller code retrieves a User object by calling the API of the UserMapper.getUser() method, for instance. It is that mapper that is responsible for loading any associated objects from their respective tables and returning the completed User "domain" object to the caller.
Essentially, you are just adding another layer of abstraction to make the code more managable. Whether your DataMapper classes contain raw custom SQL, or calls to a data abstraction layer API, or even access an ActiveRecord pattern themselves, doesn't really matter to the controller code that is receiving a nice, populated User object.
Anyway, that's how I do it.