Finite-size scaling and transfer-matrix techniques are used to determine the conformal anomaly and critical exponents of O(n) models on the square lattice. These calculations were performed on five branches of critical points parametrised by n. The results for two of the branches agree with the known universal properties of the O(n) model as derived for the honeycomb lattice. Finite-size convergence is poor for most of the third branch, so that in this case the classification in terms of known models is uncertain. The authors' data show that the fourth branch can be interpreted in terms of a combination of a low-temperature O(n) and a critical Ising model. Finally, the numerical results for the O(n) model on the remaining branch agree accurately with the known results for the low-temperature O(n+1) model. They prove this equivalence by means of an exact mapping.