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As a (political) conservative, I always and immediately saw certain paradoxes in conservatism. I never understood why conservatives, supposedly believers in small government, would want to regulate things like drug use and the like. I DID understand the opposition to gay marriage, since I saw [still do to some degree, though not in the same political sense that I did back in 2010] it as a fundamental matter of morality, and of course I never questioned that abortion should be unlawful since it was the taking of human life (I am still 100% pro-life, for the record) but I never understood why people should be prohibited from harming themselves through drug use and so forth.
You seem to be espousing a view based on special pleading. If you believe in anarchism (anarchical capitalism) then you ought also let people decide for themselves what is moral and what is not. You can't say that it is great to have laws prohibiting abortion and then say that people should be allowed to have what drugs they please. As soon as you impose morality on them you have established government and the rule of law.
But there is a reason why governments generally oppose drug abuse. And I think you have misunderstood the nature of government if you think that it is to impose morality on people. Government/the state doesn't care a rat's bottom about morality. If it did, it would never have separated the state from religion. The reason states oppose drug abuse is that
as a whole, it creates populations that are not working at their best. EDIT: Here I mean 'working' generally. Not just that such people are less productive in employment but there is a general loss of efficiency in society through increased health care and crime.
If drug abuse were, by its nature, limited to a small number of people, the state wouldn't care. The state doesn't regulate mountaineering or base jumping. Drug regulation is not about wielding the big stick but is everything to with the state's responsibility to promote the well being of the state as a whole. Drug abuse is clearly so common that it requires regulation because wholesale abuse endangers the life of the state.
And since you mention it, I would argue the same for homosexual marriage. Because the marriage institution is essential to the state because it is primarily in marriage that children are brought up to be sound, responsible individuals and the concept of homosexual marriage eats away at this.