Like Bill said, everyone is different when it comes to drugs. I still have a hard time with people who reject weed.
This will come down to how you want to feel while rolling. Here's a summary:
Caffeine - Energy boost. No undesirable effects aside from extra-elevated heartbeat. One little can of Red Bull contains about 80mg of caffeine, a Starbucks Doubleshot 130mg, and a Monster 180mg, so if you roll enough that you can afford (and want) to experiment, try once with a Red Bull and another time with a Monster.
Methamphetamine - Major energy boost ... I mean MAJOR cos you're mixing two types of amphetamines. Adverse effects include inhumanly rapid heartbeat and a worse tomorrow. A lot of people like this combo and even seek out ecstasy already adulterated with speed (which is not too hard to find but the danger is getting pure speed bombs, which sucks stinky jock ass if you're not expecting it). The comedown is more painful, diminished with proper pre- and postloading with supplements but still worse than a normal MDMA comedown. Your eyes will likely bug out and jaw will clench (mine did even though I took magnesium). You'll have a lot of restless energy and little appetite the next day; you won't be sleeping for a while! I agree with above comments regarding the zapped empathy; you'll be super-duper, talk-a-mile-a-minute chatty but lack the social connection of a pure roll. All that said, I enjoy a speedy roll every now and then, just cos it's different and I know how to make it good for me. It may be morbidly funny, but it's like preparing for a hurricane you know is coming - the shit's gonna hit eventually so you make sure you are as little affected by it as possible. Just preload and postload an extra day. I do not apologize for this dissertation cos it's important to be aware of the effects of this combination.
Opioids (Prescribed Painkillers) - Just don't. You'll have wasted money and a potentially awesome night. Opioids and stimulants kill each other's best effects; do one one or the other.
Cocaine - Again, don't. I'd say this is worse than mixing with opioids. You're just stupidly, weirdly "up" but not feeling good; as with opioids, the best effects of both are killed. And then you have the cocaine comedown to deal with before the MDMA wears off. Do one or the other.
Psychedelics/Hallucinogens - loved enough to garner names such as "hippy-flipping" (with 'shrooms) and "candy-flipping" (with acid); 'shrooms are stonier and acid is like the caffeine of hallucinogens, so you can decide which. Mixing with any of the 2-C's is also wonderful. Not sure about DMT but it must be incredibly intense.
Weed - Mellowed roll, subdued energy but still alert (unless the weed is pure sativa - that I don't like), increased empathy, even easier socialization. No undesirable effects unless you tend to get paranoid when you smoke. It's better to burn at the latter half of the peak and/or during the comedown. Stoners reallyreally love this combo.
Ketamine - no experience ... K's hard to come by where I live.
Benzodiazepines (Antianxiety/Muscle Relaxants) - Only during the comedown, as it really dulls the ickiness. Up to 2mg Xanax and some weed are the best when you're at the end of your roll.
Alcohol - No more than three drinks or else you'll have a nasty hangover. Increased empathy, but loss of coordination.
Hope this helped! Be safe.