If neither you or your friends can have fun without alcohol, you probably need a new set of friends as well as a therapist to talk through that issue.

If you're instead asking what other illicit substance you can substitute alcohol for while your friends are all drinking, that's different.

My favorite for that is MDMA. It's an empathogen so it helps you open up in conversations and form deeper connections with people. It's also an amphetamine so you'll be able to stay awake and keep up with your friends as they do the drunk thing.

MDMA should be a substitute for drinking. Not a supplement to it. It also comes with it's own set of risks and constraints that you should get intimately familiar with if you want to do it with any regularity.