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The aim of this paper is to describe a new comprehensive approach to studying illicit drug policy - one that integrates evidence, disciplinary approaches, drug use behaviours and policy making processes. The methods described here include systematic reviews of the evidence, studies of the ways in which policy decision-making actually occurs, and the use of modelling approaches that can explicate the multi-dimensional nature of drug policy responses and their dynamic interactions. The approach described has the potential to facilitate new drug policy that would not have been possible or apparent through the sole study of one aspect of drug policy, such as the evidence-base or the political context or the economics of drug markets. We believe this approach may be more likely to produce strategic drug policy because it reflects the richness and complexity of the real world of drug use, and drug policy. The purpose of employing an integrative methodology is to create the potential for new drug policy insights, ideas and interventions - not restricted to one body of evidence, nor to accidental or fortuitous policy-making processes. [Ritter A, Bammer G, Hamilton M, Mazerolle L, The DPMP Team. Effective drug policy: a new approach demonstrated in the Drug Policy Modelling Program. Drug Alcohol Rev 2007;26:] [ABSTRACT FROM AUTHOR]