The individual physicochemical properties of membrane phospholipids, acyl chain composition and headgroup charge, are major determinants of lipid phase separation into domains. In this chapter we will review the general procedure to reconstitute integral membrane proteins (IMPs) into supported lipid bilayers (SLBs). Second, a brief introduction to lipid phase diagrams is presented. Then we will discuss the wide variety of lipid-protein structures reported in the literature. Protein affinity for lipids is discussed on the basis of temporal and spatial residence of lipids at the lipid-protein boundary, leading to definitions of boundary, associated non-boundary-lipid, and the remainder of lipids that are distributed in the bulk of the bilayer. We present some examples to illustrate the hydrophobic matching between lipids and IMPs, and based on physical properties of the lipid, stretching and bending, we introduce the surface flexible model (SFM) of the membrane which is consistent with the continuum theory of matter applied to membranes. This model accounts for the experimentally observed physicochemical behaviours to interpret the insertion of IMPs into specific lipid domains of the membrane.