I'm no expert, but as someone who smokes and drinks on HRT maybe I can give an opinion? :p
If you must do it, use moderation. This goes for pretty much anything as even too much of a good thing tends to be bad. That said...
Cigs are just NO. In addition to increasing clotting factors, they ruin your lungs, your skin, eventually your voice, stain your nails and teeth, and the smell sticks around forever and coats things if you smoke inside. Recently I've heard that it affects how the E works. It supposedly converts some of it back to T or something? May not be true, but it wouldn't surprise me, I know it has metabolizing effects.
As for drinking, alcohol's not as bad as long as you're not going crazy with it. More than a few drinks a week and you may have cause for concern though. Also alcohol=calories. Lots of them.
Lastly, a mental health professional may tell you that the reason you're using these things is problematic. You're using them as a coping mechanism, and they generally like it if you find "healthy" coping mechanisms, for various reasons. I think if you use any sort of activity like this to cope it becomes very easy for the habit to escalate slowly over time until it becomes a problem. You might be fine for a really long time, and then one day you realize you've always got SOME reason to feel bad and give you an excuse to do whatever the bad habit is. If you're using these self-destructive habits for the relatively mundane day to day stuff, then what happens if you get fired, or in the event you lose a loved one? You've never learned any healthy coping skills and therefore have a pretty high likelihood of disappearing into the bottle and/or seeking some new, potentially more dangerous coping method.
So any time you're about to partake, ask yourself if you want this, or if you -need- this. If your answer is ever "I -need- this" then it's a problem.
Now I'm going to go smoke a cig because I'm weak-willed hypocrite :p