As someone who has dabbled with all three I'd recommend starting with cannabis then MDMA and finally, in a safe environment, LSD. With one-off doses toxicity isn't your major concern, it's potential self harm through being unacquainted with different states of mind and control. Start on the more familiar end and work your way up if you're confident in your state of mind and sense of control.

For the record I've never had a bad experience with any of them. I'd say cannabis and MDMA are my favorite substances, though I mix them with tobacco and alcohol so I suspect there's a synergistic effect where my reward center is being lit up like a Christmas tree. FWIW I don't go out to raves or clubs - I'm old and an introvert - I just hang out with friends in our own homes or outdoors near our homes so the risks are lower.