They are about the effects.
Coffee. Designed to give people energy. And many people who aren't religious would argue that it is good for you (although I disagree, and if it is good for you, it is only good for you in it's purist form without sugar/cream which you're right is horrible from what I've heard).
Alcohol. I have always been in the church, but my wife is a convert, and she explains that parties aren't as fun without alcohol. People talk more loosely. They like to linger longer. Sure, they can be obnoxious and sick and throw up and have hang overs, but those folks would say they have more fun during the time. Plus a lot of people use it to de stress from a tough week of work, etc., Again, I'm not condoning that behavior, just saying that is how some people think... I don't think high school kids trying their first beer are thinking "wow this tastes terrible," they are thinking, "now I feel more loose..."
I've never smoked but I've heard it is relaxing and that having a cigarette after sex is amazing... just a few examples.
Also, when I was a high school senior we all drank the original redbull (this was like 25 years ago) before big games. It tasted terrible especially the first time, but we did it anyway.