Having smokes a handful of cigarettes, and drank (partial glasses) alcoholic drinks, I fail to see the appeal, much like you OP.
I see no appeal to cigarettes at all. I didn't feel relaxed or any of that other stuff that supposedly comes with it. The only thing I felt was that I needed to drink a bottle of mouthwash. The few occasions I have drunk, were few and far between, with my glass not even finished, which is odd considering that I generlly go through 3-4 glasses of tea or so when I eat at a restaurant. Sure, you do get a tingly feeling when you start to get buzzed, but the taste of the alcohol, and the negative effects of too much alcohol aren't worth the temporary buzz that you get as far as I'm concerned. Sure, I'll probably still drink on special occasions, but probably not more than one, if I even make it through a whole one.
My friend though, he drinks just about every time a place serves alcohol. Now, he generally only drinks one, but it doesn't make sense to me because he says he doesn't want to become like his dad who has a drinking problem. I've told him several times that the best way to avoid that is simply not to drink, but he doesn't seem to be interested. I think he drinks mainly bcause he can though, not because he enjoys it, which confuses me almost as much as people who drink specifically to get drunk.