Pleasure, drinking (alcohol), worldly living: Other than the general warning in Romans listed above, there are other references. Lovers of pleasure are poor, and those loving wine and oil do not become wealthy (Proverb 21:17). The love of money is the root of all evil (1 Timothy 6:10).
The Bible does not speak against the use of wine, money, food, media, etc.; however, do not let that freedom be used for sin or become a stumbling block for the weak minded (as in do not set a poor example, such as practicing sin in front of individuals and causing those in weak faith to stumble into sin as well)(1 Corinthians 8:9; Galatians 5:13).
Fun, gifts, and pleasurable things are to bring us closer to God, not push us away or allow us to indulge in sin. Be wary of lovers of pleasure (2 Timothy 3:1-4). We are encouraged to find laughter and joy in the presence of God, so comedy is okay if it is not sinful or discriminatory, and smiling and having joy is perfectly acceptable (Psalms 4:7; 16:11; 32:11; John 15:11). Avoid crudely worded jokes (Ephesians 5:4).