I don't.
Smoking is obvious I think. I see no upsides whatsoever. Cost, lesser health, the stench. Ew 
I consider both alcohol and drugs to be bad, though on different levels, and they do have a few things in common.
a) They skew your perception of reality. I don't want my life enhanced (for better or worse) with illusion. I know people have fun being drunk or high, but I don't want that. I won't try to escape life with it and I won't try to improve my life with it either, not even for a single night.
b) It's bad for you. I'm aware that a small bit of alcohol from time to time can be healthy, but I'm willing to live without that. Overall, I value my brain, liver and sleep cycle over being drunk or high and partying away in the night. Not to mention the time it takes for them to leave your system again.
c) They're costly. I spend enough money on videogames already, and I certainly think they are of higher priority than drinks and drugs 
Those are pretty much my reasons for doing what I do.
