I specifically picked "caffeine" because you're nearly guaranteed to be either a coffee drinker, or a tea drinker. Both of them are simply vessels for caffeine. While coffee contains much more caffeine, coffee tends to be a sometimes drink, and tea is drunk throughout the entire day. Sometimes I even see people top up with energy drinks.
Although you might not realize it, if you consume caffeinated drinks every day, you probably have a chemical dependency. I would know; I used to be a coffee drinker. Quitting was a very difficult, even painful experience. This is evidently caused by blood vessels in entire body opening back up from being tightened by the caffeine. This causes both headaches (from the blood vessels in your brain) and sore muscles (from the blood vessels in your muscles), not to mention a serious lack of energy.
Although I am sometimes uncertain whether the rehab was worth it, when I think back to how it felt to go back to "normal", I remain determined to stay far away from this habit.
This does not mean you have to stop consuming these drinks all together. I still drink a cup of coffee, or even an energy drink, occasionally; for example, before I go on a multi-hour drive, or when I have to burn the midnight oil. I find that it gives me a welcome boost, even if I can tell I am affected by it much more than before: my sleep gets noticeably worse than other days. This could be the placebo effect, but it would not be out of the question that my caffeine tolerance has simply taken a hit from this ordeal.