Self-medicating:
Alcohol
Tobacco
Sex
Food
Sugar
Chocolate
Sleeping
Exercise
Cannabis
Drugs: Cocaine, Amphetamines, Opiates such as Codeine, Heroin, and Methadone
Any of these certainly may make you feel better, but in some circumstances they each may also be more harmful than helpful. Most can be addictive and all can create real physical, emotional and social problems, especially if overindulged. Well, except perhaps chocolate.
If you feel you have a problem, please seek help.