Coming down on mescaline after some cannabis was extremely pleasurable. Sex while coming up on any psychedelic is entirely too sensorially stimulating for me to be able to really enjoy, though it is a very interesting experience.
Some of the best sex I've ever had was actually when I was the deepest in my heroin addiction. I seem to be one of the only people I've ever known who actually thoroughly enjoys having sex on opioids - far more than methamphetamine actually. Methamp, particularly IV, sex is so incredibly uncontrollably lustful, which is a lot of fun, but the control I can allow myself when on opioids is something else.
Coming down on entheogen or empathogens is my favorite drug-sex though, particularly with a committed partner or someone with whom I have a deep emotional connection with prior to the trip (which tends to become stronger during the trip).