Weed- Lots of good times, helped me out of a serious depression and a drinking problem. Sort of kicked the habit after high school though and only smoke occassionally with close friends (maybe once every few months).
Alcohol- Long line of alcoholics in my family (thankfully not my parents though). When I first started drinking I couldn't get enough of it. I started drinking by myself everyday after school because I was depressed and it made the depression worse, almost took my life a few times. I'm afraid a bunch of my friends are alcoholics or getting there. I try to only drink moderately once maybe twice per week, and I get shitfaced probably once every few months. It's hard for me though, I will still go through periods of a couple weeks where I will get shitfaced a lot and then have to chill out, its sucks that I have to watch out for that coming back and I've still got a few months to go until I can drink legally.
Nitrious oxide- only done a few times, fun a shit. VERY addictive. At first I wanted to try one balloon, that turned into 20 between 3 people in a matter of hours. Probably a little bit of brain damage from that, I felt a little out of it for a couple weeks after that binge
Opium- Tried it a few times, not bad, but I don't think I've ever gotten really good opium except once. It was a good feeling, but not as good as painkiller imo.
Mushrooms- Tried them once. COMPLETELY freaked out halfway through, was in the woods in the fetal position crying, my friends almost took me to the hospital, they said they've never been so scared in their life. I felt out of it for a good 2 months after that (and I only ate 1/16!!! lucky I didn't take more huh?). Before the trip went bad though the feeling was amazing and I was having a really good time. I will never do them again though.
Adderrall/Ritalin- Love them, luckily it's hard for me to get them. Makes me feel down for anything, and I have lots of energy to do it, big sense of euphoria imo.
Hydrocone/tylenol 3's/vicodin/percocet- all good in my book

I definitely over indulged in these for a few month period and had a little bit of an addiction but realized it soon enough and backed off. Now I just do them on occassion (actually whenever I can get them really but that's only once every like 4 months

). They are fun for a night when you just want to chill. Plus sometimes I'm quiet and they make me more outgoing, moreso than alcohol and there is no hangover. Basically only negative side effect I've seen from these is the possibility of addiction other than that they are the perfect drug imo, but it's hard to avoid the addiction if you have access.
Oxycontin- tried once. Took 40mg (which from above I guess isn't that much but I only weigh 150lbs, I'm really short). I was fucked for like 6 hours, then I thought I was going to die, I was completely convinced and finally just accepted it and went to sleep thinking I would never wake up again. The next day I was fucked up all day (felt like I was on hydrocones), it was a bit scary to wake up like that. Everything ended up ok though, I'll never try them again though. Oh actually I did 10mg before too, didn't feel anything really (snorted it and just felt a bit of a warm feeling). Also did 20mg and felt pretty fucked up for an hour and then it went away pretty much (I know they are real too because I took them from someone who had a prescription).
DXM (Robitussin)- Tried it a few times. Never tripped though. Just felt really weird, it was sort of fun, but I've read lots of bad things about it (basically can cause legions in your brain). So I steer clear of it pretty much.