First of all I donĀ“t encourage you to experiment with illegalized substances. But I neigther discourage you to run conscious experiments. It should be obvious that none substance should be taken on a regulare base. But as a corrective experience it can be quite powerful – giving your body and brain the chance to remember different states of consciousness and being. This remembering might enable you to access the same states later without the support of supplements / nootropics / medicine / drugs. At the end it is all about consciousness and clear intention. This is where the real magic happens, biochemical support is just one of many possible tools.

That being said lets jump to the most popular substances and have a look what they do to the brain.
The most common (serotonergic) psychedelics work by a method of action strongly tied to the neurotransmitter serotonin. The tryptamine psychedelics, such as DMT and psilocybin, structurally resemble serotonin itself.
The phenethylamine psychedelics on the other hand, such as mescaline, more closely resemble the neurotransmitter dopamine.
MDMA affects the brain by increasing the activity of at least three neurotransmitters: serotonin, dopamine and norepinephrine.
Cocaine acts by binding to the dopamine transporter, blocking the removal of dopamine from the synapse. Dopamine then accumulates in the synapse to produce an amplified signal to the receiving neurons. This is what causes the euphoria commonly experienced immediately after taking it.
Caffeine interacts with the dopaminergic system. Glutamatergic receptors have been found to be involved on the neurobiological effects of caffeine. Additionally, caffeine has been found to suppress the inhibitory (GABAergic) activity and modulate GABA receptors.
Nicotine binds to nicotinic receptors in the brain, augmenting the release of numerous neurotransmitters, including dopamine, serotonin, norepinephrine, acetylcholine, gamma-aminobutyric acid, and glutamate.