In order of the first time: caffeine, nicotine, alcohol, cannabis, LSD, amphetamine sulphate, cocaine, ecstasy, pure MDMA, psilocybin mushrooms, ketamine, DMT.
I always preferred psychedelics but they're hard to find where I live.
I spent most of about a 6 month period when I was 18 on ecstasy. It had some negative effects but it helped me deeply connect with my best friend who I remained close to for nearly 20 years.
I'd recommend trying pure MDMA, especially with someone you care about, if you can 100% trust the source. I'd also strongly recommend DO NOT TAKE ECSTASY TABLETS. Thanks to the war on drugs they rarely contain anything close to MDMA these days but are likely to contain fentanyl and other nasty crap.
The most evil drug I've ever encountered is alcohol. That's what ultimately took my friend's life. It did it slowly over the course of most of her life but she still died in her thirties. The final years were horrible. With what it did to her body but also her mind. Most of the violent crime in my country involves people who are intoxicated on alcohol.
Weed was always my favourite drug and still is. I can't do it anymore because I'm in a job that tests. Also I don't live in a country where it's legal so I don't think I could even score it anymore. The people I used to buy it from either quit themselves or died from other drugs.
In an ideal world I'd smoke weed at most 10 times a year and take LSD twice. But I can't imagine either will be legal in my country in my lifetime.