Pick One.
Things that go together: peanut butter and jelly, milk and cookies, hipsters and beards.
Things that don’t go together: alcohol and ANY OTHER drug, including caffeine.
Mixing alcohol with any other drug is the highest risk combo for unpredictable physical reactions and can lead to using more than you planned, which can have its own problems (vomit much?). Mixing tobacco with marijuana can make it harder to cut down or stop because the nicotine in the tobacco is highly addictive (like heroin kind of addictive).
For best results, stick with one substance at a time.