Models of stellar atmospheres is a powerful tool in modern astrophysics used for the determination of basic stellar parameters and investigation of different astrophysical processes in a wide range of physical conditions. Among others, the atmospheres of magnetic chemically peculiar (CP) stars display the presence of magnetic fields of different geometry and strength, ranging from a few hundred gauss up to tens of kG. Except several very approximate attempts made in past century, there were no detailed studies of magnetic field effects on model atmospheres structure, possibly leading to errors in the stellar parameter determination and abundance analysis routines. In this talk I will present the results of our resent computations of magnetic model atmospheres based on new line-by-line opacity sampling model atmosphere code LLmodels which accounts for the detailed treatment of anomalous Zeeman splitting and polarized radiative transfer. Using this code we were able to obtain new results applying direct and self-consistent modeling of all these effects and to answer the question of how the magnetic field acts at different temperatures and metallicities. Some of comparisons between theoretical models and observations of real stars will be presented and discussed, drawing the connection between characteristic signatures of CP stars and the predictions of numerical calculations.