The withdrawals can mild to severe.
First - alcohol. This depends on how much you drink. If it is a regular habit then you may not medical assistance in coming off of it. Alcohol is one of only two substances where the withdrawal could kill you. Play it safe and talk to your doctor before you quit.
Weed -- has little to no physical withdrawals. The addiction is primary psychological. If the weed was being used to combat anxiety or depression, you may see a rebound effect as your anxiety and depression returns.
Cigarettes - very difficult to quit. Side effects include nausea, vomiting, extreme irritability, and more which I just can't remember. I know it may also have an impact on your cognition. After 72 hours, the nicotine is out of your bloodstream. Your body continues to recovery, however, for a long time. Look it up on the internet. In fact, you may want to do some research on the healing process after quitting. Smoking affects virtually every system in your body. Different systems heal at different rates. For instance, the risk of lung disease returns to that of a non-smoker after about 10 years. Yup, 10 years. The hardest part it the first 9 months or so as your brain and body adapt.
Keep in mind that there are smoking cessation drugs that can help you such as Chantix or Wellbutrin. I quit on Chantix and it was amazing. Again, consult your doctor.
You should also consider going to support groups such as N.A. or A.A.
Good luck to you. Hang in there. You can do it.