Decide what you want to say.
Before you say anything, figure out what your problem is with what they're doing. And what it is you want them to do?
You might be unhappy about your friend or partner's choices, but there's no formula that can be applied to make someone stop using drugs. If you let them know how you feel, you might find there's room for a bit of compromise. But ultimately if you can't accept their choices, it comes down to whether you want to continue the friendship/relationship or not.
Talk to them when you are calm
It's really easy to have a row, shout at each other and make threats. But you won't get past how you're feeling if you're emotional. Get calm and talk through the issues. What's the problem? What do you want them to do? What do they need from you?
Avoid asking why
Why? Because it puts people on the defensive. And, they might not know why they do five pills / have risky sex / owe the dealer money they haven't got. Ask questions beginning How, When, What, Where. It'll get the conversation moving and you won't simply get a Yes or No answer.
Focus on them not the drugs
The Speed, coke, heroin isn't doing anything to you. They are. How does their behaviours affect you? Are they unreliable? Is it their mood swings? Are you always paying for everything? What are the good/bad things that can happen if they continue doing what they're doing? And how does that create problems for you?
Stick by them
Don't turn your back on them. Listen to them and how they say they feel. Talk to them about their health and well being. Suggest what they might do but don't go on about it. If they want, offer to go with them if they go for help.