Partying - Other
Since my poison of choice is alcohol, this page is not as complete as if I had first hand knowledge and contains mostly just common knowledge stuff. If you have a fondness for mind altering substances you will definitely want to research this more.
The Myth
I'm sure you have seen stories about Burning Man being a drug fueled sex orgy in the media. Forget that. Sure there are drugs there - just like there would be in any city of over 50,000 residents.
The Law
Nevada has some of the harshest drug laws in the country. The various LEOs (law enforcement officers) will be happy to bust you if they catch you with drugs. There will be undercover officers there. Getting busted will really fuck up your day. Some years enforcement is more zealous than others and it ranges from oppressive to unobtrusive.
The Stupid Tax
The fine for possession is commonly called the stupid tax since usually it is the result of doing something stupid - like sparking up out in the open. The LEOs have night vision gear - so even darkness is not a guarantee of not being observed.
Requests
Generally accepted wisdom is to not give to or accept party favors from someone you do not know outside of the event. If someone approaches you asking for some - the chances are very high that they are an undercover officer. Burners tend to know better than to do that.
Medicinal Use
Nevada does not allow medicinal use, so even if you can at home that won't help on the playa.
More
Much more could be said on this subject, but I'll leave that to folks with more first hand knowledge.