I think most, or virtually all, utilitarians recognize the value in that people should generally be allowed to do as they please, as long as no harm is done. Jeremy Bentham was an early proponent of decriminalizing homosexual acts. Likewise, utilitarians tend to support freedom of (and from) religion as well, given that it is a personal choice.

But what of acts that harms nobody else, but do harm the individual doing it? Things like drinking alcohol, smoking or using illicit drugs? Should they be banned or not? In other words, should we subscribe to Mill's harm principle or not?

It's a good question. The boring answer is that the Harm Principle is not quite utilitarian, but it is far closer to utilitarianism than current government. It's good enough, then, for our current purposes.

The more interesting answer is that if political willpower exists to prevent self-destructive behaviour then we might as well prevent it. Similarly, in our private lives, if we have the ability to discourage self-destructive behaviour we should consider it. However, it's important to realise that the self-destructive behaviour is not the only factor that can cause harm here. The very act of intervening in someone else's life - getting involved in their business - tends to be demoralising. So if you plan on interfering in this way, don't take the decision lightly. Weigh the harm that the intervention might alleviate against the harm that it will cause to find the utilitarian decision.

When I know someone smokes I occasionally remind them that smoking hurts their body, repeating it with as much frequency as they can tolerate it positively; that frequency is for the most part low. Anyhow myself, I hate smoke, and I don't like how the extended habit of smoking hurts the people that choose not to smoke themselves, like me.

I favour the policy my country is taking in regards to tobacco: in public enclosed places ban it but designate a separated area for smokers. In open spaces permit it. At the same time, promote healthy habits, including not smoking.

As for alcohol I don't see such a problem there. As drunk as a person may get, by drinking he isn't forcing me to get drunk, so I am more permissive with alcohol, I don't mind having drunk people around (though I would encourage them to moderate their intake). But regulating alcohol intake is crucial in a different way than tobacco is, in specific tasks that require a clear mind, like driving, or using machines. I am happy that my government has become very restrictive of alcohol intake in drivers, it has resulted in the lowest traffic mortality rate of the last decades.

With other recreational drugs, well, again, regulate them in situations where a clear mind is needed and in situations where smoking affect non-smokers, while promoting healthy habits. I think in some aspects legislatively there's too much emphasis on prohibiting soft drugs. In others, like with hard drugs like crystal meth, it's hard to not ban them, there's so much to lose that people don't realize when they take those kind of drugs...

The distinction between harming only oneself and harming others is never as clear as committed libertarians would like it to be. Besides second hand smoke and the emotional pain you inflict on those who care about you can find all kinds of secondary effects if you look hard enough; drinkers are more likely to become violent, for eg, and in any kind of welfare state anyone who does themself long term damage increases their expected drain on the national health/social care resources.

On the other hand, the distinction between intervention and non-intervention is never that clear either. You've got criminal offences, civil offences (and presumably hundreds of layers therein), the threat of each, taxes on potentially harmful goods, public spending to discourage unhealthy behaviours and so on.