Actually, I lied. There are two things:
The first is moderation. Consider alcohol, America's favorite drug of all time. Having the occasional beer or cocktail is pretty innocuous. Even having a drink daily is not a terrible thing--in fact, it may be healthier than not. But if you reach the point where you're slugging down a fifth of vodka on a regular basis, you may have a problem.
This concept can be extended to other drugs. Many hard-working, honest, upstanding citizens occasionally enjoy smoking pot or dabbling in psychedelics. Contrary to what the government would have you believe, one puff on a joint will not turn you into a ravening marijuana-crazed zombie. Nor will one hit of acid or line of coke necessarily break your brain forever. The drug laws draw no distinction between use and abuse of drugs, but you should be able to. For the straight dope (pun intended) on the fine line between fun and dangerous, as well as plenty more useful information, look at www.erowid.org or www.lycaeum.org.
Especially with psychedelics, if you take drugs too often they get boring. This is another good reason to limit your intake. Do your brain a favor and give it time off between doses of whatever you like to take.
The other thing to remember is sociability. Many drugs (particularly alcohol, marijuana and Ecstacy) are excellent social lubricants. Psychedelics are often more interesting to take with your friends, because you can compare notes during the experience. Your friends can also act as a "reality check" to help you keep dosage and frequency low. And if you get into the habit of regularly taking drugs alone, you most likely have already put an inanimate substance ahead of your friends and loved ones.
This is not to say that you should never take them alone. DXM, for instance, often lends itself to solitary exploration of the brain's undocumented capabilities. And sometimes it is desirable to take GHB or Xanax to induce sleep rapidly. But you should not make a regular habit of it.
Keeping these two points in mind, here are a few suggestions I've derived from them:
- Stay away from heroin and cocaine, as they are most likely to lead to solitary and frequent abuse (not to mention that they can be efficient ways to fuck yourself up permanently).
- When you take drugs, make an occasion out of it. Throw a party, or go with your friends to someplace pleasant and peaceful where you can run around like maniacs and not get in trouble.
- Use the "buddy system," where you and a friend agree to keep an eye on each other and speak up if you become concerned about the other.
Good luck, and enjoy!
update: After the death of Peter McWilliams, I've changed my mind. The most important thing to remember if you decide to do drugs is not to get caught.
Thanks to Zeolite for useful advice.