That's funny, as I was reading the comments on this page I was thinking the opposite: I don't understand people who get addicted to things.
Smoking seems gross and stupid and self-destructive to me.
Alcohol does nothing for me, I don't understand why people drink alcohol when it's clear they will get a hangover. Sometimes I drink wine or beer but there's nothing appealing about it.
Gambling (casinos, online, sports betting) seems stupid and pointless - it's pretty much guaranteed that you'll lose, it's the whole point of a casino.
Caffeine - I drink tea and coffee, but most of it without caffeine. Sometimes I drink caffeine every morning for a couple of weeks (mountain biking vacation), and then I stop it and feel bad for a day and then I'm back to normal.
I guess I'm just lucky.