The combination of theory and simulation is necessary in the investigation of properties of complex systems where each method alone cannot do the task properly. Theory needs simulation to test ideas and to check approximations. Simulation needs theory for modeling and for understanding results coming out from computers. In this review, we give recent examples to illustrate this necessary combination in a few domains of interest such as frustrated spin systems, surface magnetism, spin transport and melting. Frustrated spin systems have been intensively studied for more than 30 years. Surface effects in magnetic materials have been widely investigated also in the last three decades. These fields are closely related to each other and their spectacular development is due to numerous applications. We confine ourselves to theoretical developments and numerical simulations on these subjects with emphasis on spectacular effects occurring at frontiers of different phases.
