I myself have never smoked a cigarette either, but not everyone does it to be "cool". Some people actually enjoy it. It's beyond me as to why, but by smoking you're only speeding up the inevitable. In the end it doesn't matter much anyway.
A little drinking can be good due to the barley in the alcohol through processing, and from the skin of grapes in wine (i.e., red wine is good for you, white wine pales in comparison). However, alcohol is a poison that will kill off brain cells - a permanent effect. Not to mention serum testosterone levels drop off quite significantly after you get even the slightest buzz from alcohol. Food for thought.
Smoking is relaxing because of the chemicals that release certain hormones into your body. Alcohol killing brain cells can have a positive effect - it kills off the slower, weaker cells first so your brain as a whole can function faster. The down side is that most alcoholic drinks contain eastrogen which overides testosterone and can lead to breast growth in men.