Coke has a reputation of being commonly cut with other substances, including fentanyl which is obviously very dangerous. This varies majorly by location, places where coke is cheaper and more available, it's less likely to be cut.
Weed is mostly safe, but in some places there's been synthetic cannabinoids sprayed on buds and sold as K2, Spice, etc. and that has some dangerous and unpredictable side effects. Again this varies by location. Weed is also getting much stronger than it used to be.
LSD can a bit unpredictable, dosage is really important, and in some cases NBOMe are sold as LSD. NBOMEe's are relatively new, it is a group of synthetic stimulant and hallucinogen substances and can be particularly dangerous when it's not expected.
Mushrooms are probably the safest of the lot if taken with some preparation, dosage is important and so is set and setting.
I think if these substances were decriminalized and regulated, and a harm-reduction approach to education were taken for those most at risk (e.g. Festival goers, teenagers and young adults, clubbers, etc.), a lot of the dangers around their use could be minimised, and public funds could/should be appropriated towards health and education.
Interestingly when people actually get their drugs tested, if it's not what they expected it to be, a good number of people will throw them out. There's some really interesting results from canTEST, a fixed-site drug testing service being trialed in Canberra, Australia.