In fact most of the things you shouldn't do aren't illegal (and shouldn't be.)
Good conservatives don't cede a single iota of power to the Government that it doesn't Constitutionally own. It's not a "libertarian" issue. Read the Constitution, and put your finger on one place where it says who gets to regulate drugs.
If your finger doesn't land on the Tenth Amendment, you're not a conservative.
Good conservatives don't promote drugs.