Religious schools might not be appropriate if the OP is not of the religion, and not all religions or religious schools have strict rules about recreational drug (including legal ones like tobacco and alcohol) use.
http://www.collegedrinkingprevention.gov/niaaacollegematerials/panel01/highrisk_05.aspx gives a general view of the types of colleges where alcohol drinking is greater or lesser. Factors associated with lesser alcohol drinking:
- Historically black schools.
- Women's schools.
- No fraternities or sororities.
- Less importance of athletics.
- Two year schools (community colleges).
- Substance free dorms.
- Commuter schools.
- Large schools.
- Location outside of the northeast or midwest.
- Urban or suburban (instead of rural) schools.
However, a given school’s recreational drug scene may not necessarily match that predicted by the characteristics above, so investigating individual schools is necessary.
The OP may want to investigate the situation at Stony Brook University. It has a reputation of being a “suitcase” school (where many of the resident students head home on the weekends) with less of a social scene. But it has strong math and physics departments and a relatively low list price, even for out-of-state students. Policy on smoking is given at http://www.stonybrook.edu/policy/policies.shtml?ID=112 .