I have never shot coke, so I can't comment on that. My only experience is shooting heroin while smoking crack. I know some people like mixing them together in the same syringe but as far as I was concerned, the rush from smoking crack was complete in itself and would not benefit much from the addition of heroin. I liked to save the heroin for the comedown. The longer I could save it the better, but generally I couldn't save it very long. I would smoke some hits of crack, then shoot some heroin which would relieve the over stimulation and help me go longer before taking the next hit of crack. I'd always be trying to do as little heroin as possible throughout this process though because I'd want to save the heroin for when I ran out of crack. The worst is when you're hit that horrible depression and fiending state after your last crack rock but you can't do anymore heroin because you've done so much already that your receptors are full and you barely feel another shot or worse you start to have trouble breathing because you are right on the line of an OD.
Also in the interests of harm reduction I should state that I do not recommend mixing heroin and crack, it's a very dangerous combo because the stimulation from the crack masks the sedation from the heroin leaving you vulnerable to taking too much heroin. I've been at the point where I could feel my breathing was getting seriously depressed but I still felt wide awake and alert from the crack. However, having some kind of opiate or benzo handy when smoking crack is worthwhile because it can counteract the overstimulation. Many times I've felt like my body was in trouble from the crack (maybe it was just anxiety) but my heart would be pounding uncontrollably I would do some heroin and my body would relax and my heart would slow down again.