RECENTLY, a man who was addicted to cocaine came to us determined to kick his habit. His sister, who was with him and who offered her complete support, wanted him to enter a hospital program. What did we think? Our first question was: "What other ways have you tried to stop using the drug?"

During the past few years, with the media watch of the detox of the rich and famous, hospital and clinic programs have gotten increased attention. While this does offer much-needed hope for addicts, it often implies that these institutions are the first and only answer for people with drug problems. That is not the case. Recent studies indicate that people hooked on addictive substances such as cigarettes, alcohol, cocaine and heroin may be far more successful quitting the drug on their own--cold turkey--than people who enter formal treatment programs.

Such programs usually are recommended only for strongly addicted persons who have repeatedly tried and failed to quit on their own. And, unfortunately, the programs are not accessible to everyone--they are often quite expensive (and are not fully covered by insurance plans) and, in most cases, have long waiting lists.

But many people are able to break even the most solidly established addictions on their own. Harvard Medical School psychologist Howard J. Shaffer, co-author with Stephanie B. Jones of the 1989 book "Quitting Cocaine," says there is no question that certain people who "have seriously abused and become dependent on the excessive use of cocaine" can stop using without medical treatment. His book documents 30 such cases.

But it's never easy. Some people find the resolve to stop only after they reach rock bottom. Others build up a support system--work structure, friends, family, a 12-step group--that enables them to quit. "There are as many different approaches to quitting as there are different people using cocaine," Shaffer says.

Though we tend to think of cigarettes in a different category from cocaine, nicotine is equal to heroin and cocaine in terms of its addictive potential. An estimated 390,000 Americans die annually from smoking-related illnesses. But 1.3 million Americans also quit each year, and the overwhelming majority of those do so on their own: According to national surveys, people who try to quit on their own are almost twice as likely to succeed as those who use formal programs.