From a medical perspective, we generally think of drugs as falling loosely into two categories: those that are medically useful and those that are not. So from that point of view, all of the prescription medications on your list, e.g. Oxycodone, Vicodin, antidepressants, steroids, all have valid medical uses, and so one might argue they are inherently less dangerous than drugs that serve no purpose other than recreational, such as Ecstasy or bath salts. Still, even useful drugs can be abused. I would hate to see a world without morphine, for example, but it's also true that morphine is the basis for most of the major drugs commonly abused today.
Generally speaking, anything manufactured under questionable circumstances poses a potential danger simply by virtue of the fact that you don't know what's in it. Lots of people have died taking bad shit. You don't tend to have that problem with the prescription drugs, which at least are manufactured to certain standards (although how well those standards are enforced is another story).
The most individually dangerous drugs on your list — in other words, the ones most likely to kill you the first time you take it — would probably be your bath salts, meth, PCP, and heroin (completely unregulated, manufactured under unknown conditions, dosages impossible to calculate). These also tend to be the most addictive and the ones most likely to destroy your life in the shortest period of time. But heroin addiction, at least, doesn't come out of nowhere. It usually starts with an addiction to prescription painkillers, which usually develops as a result of a real injury.
For years the party line in the medical community was that pain was what the patient said it was, and that you aggressively treated pain until the patient felt comfortable. This meant the use of a LOT of opiate painkillers (i.e. morphine and its derivatives). Worries about addiction were written off with the explanation that risk of addiction was low if the patient actually needed the drug for pain control. This turned out to be total bullshit.
All of this is the result of people's desire to take a pill that makes everything better. If you suffer an injury, it's supposed to hurt. That's literally the body doing it's job. But somehow we got it into our heads that pain must be eradicated, instead of telling patients the truth: we can manage your pain, give you medications to help reduce it, but it's going to hurt until your body is done healing. This is especially true of post-operative pain. I'm not saying that we should let people suffer, simply that we need to be realistic about how much pain can be reduced. But realistic is not popular.
