In this paper, we study the iterative detection problem for a coded system with multi-ary modulation. We show that, with iterative linear minimum-mean-square-error (LMMSE) detection, superposition coded modulation (SCM) can provide performance superior to that with other traditional signaling schemes used in trellis coded modulation (TCM) and bit-interleaved coded modulation (BICM). This finding provides a useful guideline for system design considering inter-symbol interference (ISI) and other forms of interference. Simulation results are provided to illustrate the efficiency of the iterative LMMSE detection with different signaling schemes. © 2008 IEEE.