Many foreign substances, from caffiene to morphine, have the
potential to be both psychologically and physically addictive.
However, when used correctly some can have positive life-changing
benefits. If you use drugs, take steps to be certain you aren't
abusing them:

Don't use the "hard" drugs, heroin, meth and cocain.  They are
just flat-out bad news.  You will get addicted, you will spend
your savings, you are very likely to get sick and die.  If you
need to get high bad enough to risk that, what you probably 
need is therapy.

The psychedelic drugs - LSD, psilocybe mushrooms, peyote and
marijuana (this is the best classification IMHO) - are much
safer - they have no propensity towards physical addiction, are
non-lethal even in megadoses, and aren't usually cut like street
drugs.  However, psychological addiction can make your entire
life a string of attempts to get "spun," which leaves the real
world of relationships, jobs, and so forth to decay.  The best
way to approach the psychedelic experience is as a religious
quest.  The strong psychedelics should be used ceremonially not
more than four times a year, and pot should be smoked occasionally
and with a specific purpose, whether meditation or conversation,
rather than simply to be high.  Do not escape your problems by
blowing your mind.

Cigarettes are coffin nails.  Don't smoke.  Alchohol should be
consumed in moderation, never just to get drunk, and once a week
is plenty.  Caffiene is an expensive habit that can be avoided
easily if you get enough sleep.

No matter what your drug is, think before you use, while you use,
and about why you use.  Abuse creeps up on the best of us, and
no one but yourself can tell you how much is too much.