With psychedelics, I never worried too much about losing the insights I got while high. I was always trying to be in the moment and enjoy the trip for what it was, rather than forcing out some epiphany to hold onto for days to come. The only time I got frustrated was when I "candyflipped" with some ecstasy that had the methylene-dioxy part absent. My friend and I were bouncing ideas off of each other and the speed made it nigh impossible to hold on to a coherent thought long enough for it to be verbalized.
As for general drug use and the realization of coming down, being hungover, sick, etc. I always had two gameplans. Space out usage or quit. With opiates I always manage to space out my use so that I never get sick. When possible I opt for long lasting highs, usually orally administered. This eases the comedown greatly. With alcohol I don't have such good control and it easily turns into a constant thing. When I get tired of being hungover all the time and the accompanying dysphoria, I stop completely. In fact I had to do that last week.
Overall I don't really worry about it. I know I get high because it kicks the ass out of being sober, and I'm comfortable with the consequences.
for people like me 