It really depends on the person, and what they're looking for. Drugs basically come under three categories:

• Hallucinogens. These are drugs that make you see, hear, and feel things that aren't really there. Marijuana ("pot"), LSD ("acid"), and mushrooms ("shrooms") are examples of hallucinogens.

• Stimulants. These drugs make everything in your body go faster--like your heart, breathing, and more. Stimulants include ecstasy ("E"), amphetamines (speed), cocaine, anabolic steroids, and nicotine.

• Depressants. Depressants have the opposite effect of stimulants--they slow everything down in the body. Examples of depressants include alcohol and heroin.
  

A chart of common drugs and their effects on the body can be found here.

* Keep in mind for any of the drugs taken by injection that there is a higher risk of staph, HIV, hepatitis, and other infections.

Information taken from the National Institute on Drug Abuse.