We describe methods for setting up self-consistent disc-bulge-halo galaxy models. The bulge and halo distribution functions (DFs) are functions of E and L_z_ only. The halo's flattening and rotation can be specified. The disc DF is a function of E and L_z_ and a third `integral', E_z_, the vertical energy, which is approximately conserved in a warm disc with vertical extent. The models also have finite extent, making them suitable for N-body simulation. A simulation of a sample model shows that in practice the models are very close to equilibrium, making them ideal for experiments on instabilities in galactic discs. We also present a sequence of models closely resembling the Milky Way mass distribution with 5 exponential scale radii and varying halo mass and radial extent.