We introduce a technique for restoring general coordinate invariance into theories where it is explicitly broken. This is the analog for gravity of the Callan-Coleman-Wess-Zumino formalism for gauge theories. We use this to elucidate the properties of interacting massless and massive gravitons. For a single graviton with a Planck scale M-PI and a mass m(g), we find that there is a sensible effective field theory which is valid up to a high-energy cutoff Lambda parametrically above m(g). Our methods allow for a transparent understanding of the many peculiarities associated with massive gravitons, among them the need for the Fierz-Pauli form of the Lagrangian, the presence or absence of the van Dam-Veltman-Zakharov discontinuity in general backgrounds, and the onset of non-linear effects and the breakdown of the effective theory at large distances from heavy sources. The natural sizes of all non-linear corrections beyond the Fierz-Pauli term are easily determined. The cutoff scales as Lambda similar to (m(g)(4)M(Pl))1/5 for the Fierz-Pauli theory, but can be raised to Lambda similar to (m(g)(2)M(Pl))(1/3) in certain non-linear extensions. Having established that these models make sense as effective theories, there are a number of new avenues for exploration, including model building with gravity in theory space and constructing gravitational dimensions. (C) 2003 Elsevier Science (USA). All rights reserved.