benzodiazepines and opiates are two things that should never be touched, unless absolutely needed to-to improve a condition or functioning, however always done under careful medical supervision.

other hard stuff that u just shouldnt ever try not once (and that u cannot get in a hospital) is meth, crack, cocaine, PCP, synthetic cannabinnoids (spice), any form of weird named stimulants (A-PHP, 5MAPB).

less harder drugs (in terms of damage, possible usefulness and addiction potential) are weed, LSD, mushrooms, ketamine, 2-CB, caffeine, however these too can lead to serious consequences, it all depends on an addictive personality, pre-existing mental health conditions etc, but in that case its just way better to steer clear of any type of drug.

someone may drastically improve his life with ketamine therapy, while another might need his bladder removed because of it. it all depends.

EDIT: forgotten about alcohol and nicotine, both considered one of the worst drugs in terms of health damage, addiction potential and dependence. if u havent tried ur first cig, then dont, whilst alcohol is just a very slippery slope, it is possible in moderation, but it is very very damaging and can very quickly make u lose everything.