Psychological screening can be conducted using global screens, single items, symptom-based scales, or composite measures. These four different approaches were evaluated against structured clinical interviews in studies with U.S. soldiers preparing to deploy and returning from combat operations in Iraq. Three samples (N = 337, N = 574, and N = 348) were screened to assess the effectiveness of a short global measure of distress, a single self-referral item, symptom-specific scales selected for the target population, and a composite instrument that included a combination of clinical domains. A composite screen with measures of posttraumatic stress, depression, and alcohol problems, along with a single self-referral item, performed most effectively.