I would HIGHLY recommend NOT snorting any foreign substances. Besides just being icky, it is a big health hazard to put any kind of powder in the nasal passages. Many of the things that have been mentioned are just tiny crystals, which cut up the delicate tissue on the inside of the nose. This can lead to nose bleeds or more seriously, infections in the nasal cavity or lungs. Anything other than air that goes into the lungs can also cause very serious infections and other health risks.
What I have done successfully many times is use whatever powder looks best to you (my favorite is Splenda or other sugar replacement mixed with non-dairy creamer), and then after it is cut into small lines onstage, just push the straw or rolled paper/bill through the line. It moves enough of the powder out of the way that the audience gets the impression that it was inhaled. If the actor can inhale just after they remove the straw from the line it will help sell it.
As for marijuana, the first question to ask is are you allowed to have fire of any kind onstage in your venue (although we don't usually think about it, this does usually include matches, lighters, and cigarettes of any kind). If you do have the appropriate permits, etc, ask your actors what they would prefer, either regular tobacco or something herbal. You can then buy either loose tobacco or herbal cigarettes and rolling papers and use those. If you need to see the bag of marijuana, you can use a double bag with the tobacco/herbal cigarette filling on the inside bag, and some sort of herb like oregano in the outside of the bag. It will look like the bag is full with just marijuana, but when the actors open it, they can take out the stuff that is easier on their lungs. The chemical compounds in tobacco aside, the smoke is frequently easier to handle than smoking something herbal, according to the actors I have worked with.
Hope this helps!