Always remember that a cost happens at the "Activation" of a card as opposed to the resolution. Here is an example I like to use with new players that quickly demonstrates some basics on costs, continuous and non-continuous cards:
Kaiba has Blue Eyes White Dragon on the field, a set
Raigeki Break and a set
Call of the Haunted.
Joey has an active
Gravity Bind, a set
Imperial Order and a set
Royal Oppression.
Kaiba activates
A Wingbeat of Giant Dragon and returns his Blue Eyes to his hand.
Joey chains
Imperial Order hoping to defeat the Wingbeat.
Kaiba chains with
Raigeki Break targeting
Imperial Order, discarding his Blue Eyes to the graveyard.
Joey sees that he can't prevent Wingbeat he passes on adding to the chain.
Kaiba chains his
Call of the Haunted targeting his Blue Eyes which is now in the graveyard. Joey can activate his
Royal Oppression to turn it face up, but would not be able to use the effect during this same chain so he passes again.
Kaiba now chains
Emergency Provisions sending Wingbeat, and
Raigeki Break to the graveyard. And laughs himself silly.
With nothing more added to the chain the chain resolves:
Kaiba gets 2000 life points for
Emergency Provisions.
Call of the Haunted brings Blue Eyes back to the field.
Raigeki Break destroys
Imperial Order (remember a non-continuous spell or trap card does not need to remain on the field in order for the effect to properly resolve)
Imperial Order, being a Continuous Trap, fails to resolve because it is no longer on the field.
Wingbeat resolves destroying both player's Spells/Traps.
-Edit- I should have clarified that Blue Eyes will go back to the graveyard when Wingbeat resolves and destroys
Call of the Haunted.