The paper is concerned with the discontinuous Galerkin finite element method for the numerical solution of nonlinear conservation laws and nonlinear convection-diffusion problems with emphasis on applications to the simulation of compressible flows. We discuss two versions of this method: (a) Finite volume discontinuous Galerkin method, which is a generalization of the combined finite volume-finite element method. Its advantage is the use of only one mesh (in contrast to the combined finite volume-finite element schemes). However, it is of the first order only. (b) Pure discontinuous Galerkin finite element method of higher order combined with a technique avoiding spurious oscillations in the vicinity of shock waves.