As far as im concerned from least to most harmful in the long term it would go:
Heroin - Physical damage people generally associate with heroin use is actually the result of impure heroin and less than sterile IV injection practices, needle sharing etc.

Cocaine/Crack - Cardiotoxic, cocaine psychosis.

Methamphetamine - Neurotoxic, frequent use may lead to cardiotoxicity, amphetamine psychosis.

If you look at it in terms of risk assessment though amphetamines and cocaine appear to be present a lower risk of immediate death, however alcohol is right up there with heroin at 1 per 1,000 users. I maintain that each of these drugs can be used responsibly and in moderation.