This study aims to shed light on drug use pathways associated with ecstasy use initiation. Data from 54,573 respondents aged 12-21 years old from the 2002-2003 National Survey on Drug Use and Health (NSDUH) public use data files were analyzed via Cox proportional hazards models with time-dependent covariates. Our findings showed that marijuana, cocaine, and heroin were significant independent predictors of subsequent ecstasy use. Earlier ecstasy initiation was significantly associated with subsequent other illegal drug initiation (marijuana, cocaine and heroin). The strength of the association was greater for the pathway from earlier marijuana initiation to subsequent ecstasy initiation as compared to the pathway in the opposite direction. The pathway from earlier ecstasy initiation to subsequent cocaine and heroin initiation was also stronger as compared to pathways in the opposite directions. Pathways between ecstasy initiation and marijuana, cocaine and heroin initiation seem to be independent of the association between drug use and psychiatric symptoms/deviant behaviors. Ecstasy initiation seems to play a role in the subsequent initiation of cocaine and heroin.