Well, media has been recently overwhelmed by studies showcasing the benefits of weed so that the disadvantages of using it appear to be lower or none at all, but that's not really the case.
If smoked, you're smoking tar and volatile compounds that can harm the lungs, much like a regular cigarette - although you're probably not going to smoke a pack of 20 joints in a single day like the moderate-to-heavy smoker next door do.
There's also an association between weed and schizophrenia (and depression) in adults. I'm not going to say "weed causes schizophrenia" (or depression), but the correlation exists and some will argue it implies causation here. Weed is also associated with some memory problems in adults too, although they seem to wean off if you stop using it.
There are cardiovascular risks associated with THC too, since it can cause abnormal heart rhythms and elevated heart rate. And, again, it's even worse if smoked since carbon dioxide and smoke compounds are known for affecting the heart.
So, yeah, weed has benefits, plenty of them, but I wouldn't say it's necessarily "safer". Don't get me wrong, alcohol is toxic, it's broken down in the liver into Acetaldehyde, a known carcinogenic. This stuff can't be healthy. But, for weed, we have less data on how it impacts the body - see how much time did it take to scientists finally admit alcohol is toxic? -. Similar studies on cannabis are still ongoing and we don't know yet all the risks it poses, but we already can see they do exist.
Maybe the real healthy thing is not switching from one drug to another, but cutting back on the overall consumption.