I can't really make a difference between the effects - every time I find something like "warm and fuzzy feeling", is it true?
Yes - to some, the effects may seem indistinguishable, and to most they are fairly similar in nature, though different in intensity and ratios of particular effects, at least for me. Codeine is metabolized partly into morphine, but also apparently into codeine-6-glucuronide. Codeine in itself is believed to be inactive.
Morphine is active and highly potent in its own right, but is also metabolized into morphine-6-glucuronide which is also active and highly potent. The metabolism of codeine into C6G, morphine, and the morphine's subsequent metabolism into M6G explain much of the similarities in effects.
Heroin, or morphine diacetate/diacetylmorphine, is also inactive in itself, and quickly metabolized into morphine (from which to M6G) but as an intermediary metabolite it also produces 6-Monoacetylmorphine or 6-MAM (and 3-Monoacetylmorphine, which is either weakly or not active) which is a potent mu-opioid agonist. These metabolites, however, are only produced if the heroin is not taken orally - otherwise it is deacetylated in first-pass metabolism, and simply becomes morphine.
From the "high" would it possible to say:
Heroin > Morphine > Codeine
Absolutely. Heroin is more lipid-soluble than morphine, and when injected, smoked, plugged or insufflated, produces 6-MAM - this means it crosses the blood-brain barrier more quickly, so it gives a stronger rush - I also find that 6-MAM, though a short-lived intermediary metabolite, produces a more euphoric high than morphine.
Codeine is like morphine, but can never be as strong as a decent morphine nod for me (possibly because a certain dose of codeine depletes the enzyme responsible for its metabolism into active compounds), and at strong doses it is more itchy and nauseating than the other two.
Also, codeine should NEVER be injected, whereas heroin and morphine produce a massively euphoric rush when mainlined - but rather obviously, this is VERY dangerous and just about the archetype of decadent drug addiction.
What about the (oral) doses?
Morphine (first time and no tolerance) would be around 10mg, +10mg increments if needed?
Codeine (first time and no tolerance) would be around 30mg, +30mg increments if needed?
Heroin is impossible to gauge unless you have it in pharmaceutical form, or have access to test labs. Pure heroin is 1.5-2x more potent than morphine. Codeine is roughly 60-70% of the potency of oral morphine.
As a first-timer, I'd take 30-60mg of morphine orally, depending on your size; its bioavailability is low so only about 30% of that will make it into your brain, so maybe 10-20mg - should be a decent dose for a first-timer. Plugging and IV yield much higher BA, but are more risky, and I especially wouldn't recommend injecting.
As for codeine, I would take maybe 90-120mg.
On an empty stomach, I would wait 30-45 minutes before taking additional doses, but owing to the rather short duration of these drugs taking them in small increments orally may not yield satisfying results.
What's about the actual duration of the effects of each of these drugs?
Depends on how much you've taken, but generally I've found that codeine lasts 1-2 hours, followed by another 2 hours of residual sedation; heroin and morphine last around 4-6 hours for me, though oral ingestion always makes the effect a little longer than other ROAs.
And more a general question: how quick does tolerance builds itself up?
That depends on a huge amount of variables, but generally speaking: fast. With daily use you will be doubling your doses before you know it.