What is an effective way to resist peer pressure to do something you're uncomfortable doing?
The most effective way to resist peer pressure to do something you are not comfortable in doing is just say no and walk away.
Other situations will require more finesse.
Another reply may include: I value my life (health, pride, body, family, religion, future) much more than the quick thrill from that.
If these peer are your friends, they will understand and accept your decision. If they are not your friends, you are better off leaving right away in any case.
Then there is the method of evade and escape, for leaving uncomfortable conditions. Sorry, I don't have time today because: I need to be, I have to meet someone, I have an appointment, I need to study ...somewhere else. You should always have a backup plan in place where ever you go to ensure your safety.
Drop a warning if necessary: Last time I did that my two brothers landed someone in jail, or the hospital.
In extreme circumstances, go berserk - make a scene - scare everyone. Just like in your childhood, if you don't want to do something, make sure no one is interested in continuing the persuation.
Finally, you always have real family or friends who are ready to back you up in an instant, so do not be hesitant about contacting them. When in unfamiliar surroundings, always let someone know where you are and when you will be returning. There are community services that can help you, as well.