Monte Carlo simulation techniques are discussed, with special emphasis on those technical aspects that are important for the simulation of dense liquids and solids. In these notes, the Metropolis sampling scheme is introduced as a special case of importance sampling. The choice of the optimum trial move is discussed, as are the problems encountered when sampling orientational and internal degrees of freedom. After introducing the MC method as a technique to measure averages in the canonical ensemble, we briefly look at simulations in other ensembles, in particular: microcanonical, isobaric-isothermal and grand-canonical. The latter ensemble forms the starting point for a discussion of particle insertion techniques to measure the chemical potential and more general acceptance-ratio and overlapping distribution schemes. We thereupon discuss the application of computer simulation techniques to the study of phase transitions. Although the emphasis is on first-order transitions, a few remarks are made about the technical problems posed by continuous phase transitions. We end with a discussion of the relative merits of Monte Carlo and Molecular Dynamics simulations.