I feel if the substance is generally the same when you ingest as it is in the natural world (like weed for example), it's pretty low risk. There's something about the high concentration of intoxicating chemicals in synthetic drugs (suchs as "pharms", herion, coke, or meth) that makes them highly addictive and easy to overdose on, and thus more dangerous. If one wishes to experiment with weed, 'shrooms, peyote, or salvia, I would not discourage it, just make sure that you are doing it in a careful, calculated, and controlled way.
None of this matters, however, when one is dependant on the substance. Addiction can happen with any highly stimulating behavior (drugs, sex, gambling, et al) and must be avoided. If one is incapable of using self-control and practicing moderation, then they should just consider being total teetotallers.