Along with technological advances, experimental approaches for the genetic study of complex diseases/traits have evolved from genome-wide linkage study to candidate gene association study and from genome-wide association study (GWAS) to targeted sequencing. With improvements in accuracy, coverage, and cost, whole-exome and whole-genome sequencing studies seem to be the next mainstream approaches. Are the discoveries from all of these approaches consistent? Should we focus on results obtained with newer approaches; e.g., GWAS, and abandon findings from older ones, such as genome-wide linkage study, in the literature sea? How can we make the findings guide our understanding of the genetic architecture of the disease/trait in question? In this review, we use nicotine dependence (ND) as an example to investigate these issues.