For non-smart drugs start by getting lots of cheap medical tests on things like your vitamin D level, magnesium level, lipid profile and whatever else your doctor recommends.

For smart drugs: http://www.reddit.com/r/Nootropics/ and as Sjcs writes Wikipedia and Examine.

Gwern has some good summaries/meta-analyses.

You could start with the Quantified Health Prize Winners.

Although I would consider myself as a supplement novice, I generally look into supplements based on other peoples recommendations whenever I stumble upon them, and then look them up on Wikipedia and Examine. I occassionally go looking (via google) specifically for peoples' negative reviews of the supplement to check for significant adverse effects that might not have been made clear.

I realise this is obvious, but if anyone were to experiment with supplements be very aware of placebo effect and confirmation bias.