I suppose alcohol. I don't see anything wrong with it though - I only drink socially, only drink good beers/cocktails (I don't drink just to consume alcohol, I drink it because I like it). Since college, I rarely ever wake up with a hangover.
I suppose caffeine is my vice - that's one thing I'm positively addicted to, despite my best efforts.
I guess gambling could count, but I don't think it's a vice - I only spend $10-20 each time I step into a casino to play Blackjack or Poker, and I step into a casino maybe once every two years. It's just good fun.
Video games and movies I suppose, but I don't personally consider them vices - it's entertaining. If I go through life never "wasting" time, I won't have a life at all. No thanks.