A legal context that classifies the consumption of heroin and cocaine as an illegal act, poses a considerable methodological challenge to research on users of these substances. This is in particular the case for research on those users who are not in treatment and, therefore, cannot be recruited through treatment settings. In a research project on heroin and/or cocaine users outside treatment settings, a sample of 917 individuals was recruited through "Privileged Access Interviewers" in the whole of Switzerland. In the first part of this article, we discuss matters of reliability as well as of validity concerning this method of data collection. In the second part of the article, we discuss the use of low threshold syringe exchange schemes by the user groups represented in the sample. Only intravenous drug users frequent those services - they are however a minority in the sample (n = 238). In several regions of Switzerland syringe exchange schemes do not exist. Where they do exist, they appear to correspond to a need which they are able to cover largely. In the regions without such services, intravenous drug users get their supply of syringes more frequently from pharmacies. However, pharmacies do not compensate the absence of specific syringe exchange schemes. In regions without such schemes, injections with used syringes are more frequent. Thus, regarding Aids-Prevention, there is an urgent need to develop syringe exchange schemes in all parts of the country.