I think it's morphine that Sherlock Holmes injects himself with to relax between mysteries.
He dabbled with both cocaine and morphine (with a definite preference for cocaine), but when he once tried opium that didn't take with him at all.
All this stuff stands out to us right now in the 'enlightened' 21st century, but as Guy correctly points out above, many of these now illegal drugs were perfectly legal at one time or another before their effects became known. Holmes has become a sort of poster boy for that because the character has transcended his original time.