Smoking is honestly not that bad unless you're smoking cigarettes, lol. Most other drugs that you smoke don't really have that much of a chance to be bad for you in the ways that cigarettes are. Sure, you'll get a little tar and likely a little carbon monoxide, and 1 or 2 other things like that, but unless you smoke as much as a heavy smoker, tar is essentially harmless, and you could never smoke enough to die of carbon monoxide poisoning (carbon monoxide works by bonding blood cells like oxygen does, unfortunately, it doesn't unbind like oxygen, so your body is getting less oxygen in the blood).
As for eating weed: THC is lipid soluble, so anything made up of fat (for instance, butter) is able to absorb it. I wouldn't suggest really eating the buds straight up, because that just wouldn't be as enjoyable, and may actually be less effective as making weed butter, or something like that.
Personally, I'd like to try coke once. Normally, I could never snort anything, but that would be the one exception, simply because it's a very effective topical painkiller, which means that it is one of the few things that wouldn't actually hurt to snort. And I am confident that I am the kind of person who could only do it once without too much of a problem.
So I guess that leaves LSD and shrooms.
You forgot Ayahuasca. Ayahuasca is a mixture drink made from a number of different plants that contain DMT as well as MAOI drugs that when combined allow DMT to be effective when taken orally (otherwise it must be injected or smoked). DMT is another (and considered one of the most, if not the most powerful) psychedelic. It's considered that not because you need as dose smaller than acid (which you don't) but because of how the trips feel. The visuals tend to have a lot of fractals and colorful things and such, at low to mid doses, but you can experience full on hallucinations at slightly higher doses. It's considered a rather harsh drug though. Partly because of the trip's feeling, and partly because of the fact that most people smoke it, and it's smoke smells and tastes like plastic, apparently.