My approach has always been dealing with my mental and emotional issues head-on, with a clear head, as opposed to escaping them through pills, drugs, alcohol, etc. The only thing I ever consume with that purpose is painkillers: they help me fall asleep when I really need a good night sleep and don't feel sleepy, and they relieve toothaches and headaches.
Drank alcohol some for a while and didn't like it. Somehow it is difficult for me to enjoy life when my head is clouded by some substance. If my brain doesn't work to its full capacity, I feel really disabled.
Cannabis in particular strikes me as a temporary escape, after which your issues will return, magnified. I wouldn't do it, but that's just me.
Whatever works for you!