The hardest thing is going out regularly and taking drugs really effects the rest of your week. Most of the people I know can't do all nighters more than once every 6-8 weeks because they have kids or jobs that require them to be with it on a Monday.
I tend to try and reduce the time I go out to a 3 of hours and go later to a party/club that way you can have a few beers and smokes - and have a laugh. I trat going out a bit like a gig anyway because I'm more into the music than hugging my mates every weekend, tbh.
Pub nights are good because you then have the choice to drink or set spazed - everybody is happy. I wish London had more techno pub nights.