Well.. smoking anything is unhealthy. BUT, they all have pretty much nothing to worry about health-wise. You can OD on any of them, they dont really hurt your body at all. The only thing you even have to worry about is bad trips.
Shrooms and LSD are way above "health"... I mean, sure, there's no "health" problems... but with these kinds of drugs, health is the absolutely last thing you should be thinking about only because they're not the same kind of recreational drug that weed CAN be. The only thing I can't deny would be HPPD which effects a small percentage of highly active LSD users. I have it moderately but it doesn't bother me at all. What's important to remember with these two drugs is that they effect the mind... they won't hurt the mind... but what you see/think/believe during a trip can/will effect your mindset for the rest of your life. It's of course never negative seeing as it's TRUE. But some people prefer to keep both eyes shut... and to those people I say, these drugs are not for you.
If you frequently do shrooms and throw up afterwards, it can damage your throat and tooth enamel. Make sure you drink and brush your teeth afterwards.