Sequential stages of involvement in alcohol and/or cigarettes, marijuana, other illicit drugs and medically prescribed psychoactive drugs from adolescence to adulthood are investigated in a longitudinal cohort that has been followed from ages 15 to 35. Alternative models of progression are tested for their goodness of fit. Four stages are identified: that of legal drugs, alcohol or cigarettes; marijuana; illicit drugs other than marijuana; and medically prescribed drugs. Whereas progression to illicit drugs among men is dependent upon prior use of alcohol, among women either cigarettes or alcohol is a sufficient condition for progression to marijuana. Age of onset and frequency of use at a lower stage of drug use are strong predictors of further progression.