More specifically, don't do it without talking to a doctor about possible side effects. I know that one of the problems with powdered drugs such as cocaine is that sniffing them can damage the nasal membranes, but I don't know whether this is specific to the drug or not. And goolge isn't telling me :(

Either way, drugs are put into certain formats for a reason, and doctors are often fairly specific about how you're meant to take something.

Remember the mint dental floss - things which seem like they might be a good/interesting idea or a 'logical' solution to a problem don't always work out the way you want them to!!