Because they're fun.
There's really no better explanation. I could say it's because DARE lied about marijuana being dangerous, so I figured why not try everything else, too? I could say it's because I was always depressed growing up, and it was a way to numb my feelings. Or maybe it was a way to punish my parents for being so overprotective. Maybe it was as simple as because I got the first opportunity to try harder stuff when I happened to be in the right headspace to say "yes." Right place, right time.
But the very purest truth is drugs are just wonderful fun as all hell. Nothing soothes like a night of oxy. I'd give up drinking before I'd promise to never do another bump of coke. And no feeling in the world will ever beat the 20 minutes of meth that landed me in the ER.
Yes, I've abused hard drugs, but I've learned that if you treat them with respect and caution, most are no worse than alcohol.
My rules: 1) Every action has an equal and opposite reaction. Stay up for 48 hours on a wild bender having the time of your life? Don't plan anything for the next two days, you'll either be sleeping or a complete nightmare to deal with.
2) Don't fuck with opiates or amphetamines. And by "fuck with" I don't mean don't use, I mean don't ABUSE. The line is thin, so don't even think about toeing it. Everyone will develop a tolerance to opiates and amphetamines with prolonged use. You WILL get addicted. Unless you are a biologically unique human being immune to this phenomenon (hint: you are not), do NOT fuck with them.
3) Respect all substances. Know what you are taking, know what to expect, and be prepared. Remember street drugs are impure, so don't overdo it until you know what you're dealing with. As a corollary -- know and respect your own body, tolerances, and limits.
4) The only drug you dont really have to respect is cocaine. Cocaine is more of a threat to your wallet than anything else. It's morish (as in, makes you want more when you're on it.. sort of like Pringles), but actually not very addictive and the withdrawal is relatively painless. Opiates & amphetamines have the worst withdrawls. See: rule 2.
5) For everything else, there's erowid.org.
I'm being a little tongue in cheek about coke, but really -- it's a good metaphor for the majority of my drug experience (which has admittedly been mostly upper middle class, big city in USA, etc). I have noticed that people who have problems with just cocaine (and not cocaine in addition to one of the biggies like heroin) are usually poly - substance abusers who have a psychological -- NOT PHYSICAL -- dependence on being high. Despite the narcissistic reputation, people who abuse and become dependent on cocaine are people who already didn't like themselves. But it's not the cocaine that chemically drives them, the way it is with opiates. You don't shake and puke if you don't get your coke. You just start to remember again why you hate yourself so much, and then the party has to end.
TL; dr: Drugs are fun. Respect them & yourself. Don't abuse.