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The theory of sets of multiples, a subject which lies at the intersection of analytic and probabilistic number theory, has seen much development since the publication of Sequences by Halberstam and Roth nearly thirty years ago. The area is rich in problems, many of them still unsolved or arising from current work. The author sets out to give a coherent, essentially self-contained account of the existing theory and at the same time to bring the reader to the frontiers of research. One of the fascinations of the theory is the variety of methods applicable to it, which include Fourier analysis, group theory, high and ultra-low moments, probability and elementary inequalities, as well as several branches of number theory. This Tract is the first devoted to the subject, and will be of value to research workers or graduate students in number theory.