This book introduces the freely available WinBUGS programming language to users of statistics. In that process, it also details the various and commonly-used modeling techniques that are employed by statisticians in a multitude of science (ex. biostatistics) and social science (ex. actuarial science) environments. It is the first book of its kind to paint such a broad picture of the diverse uses of WinBUGS, from normal regression to generalized linear and hierarchal models, in an engaging and readily accessible manner. The emphasis is on Bayesian techniques. The aim is not to replicate a software manual, but, rather, to offer smooth introductions and transitions to the principles of Bayesian modeling with detailed guidance on how these principles can be implemented through the use of WinBUGS.