Yes, Tony mentioned in Season Four, Episode 9 "Whoever Did This" that he'd done drugs in the past. While lecturing Christopher over his heroin use, Tony said, "I've done drugs before. I've even done coke with you."

So it was no surprise in Season Five, when he was no longer a family man, that he was back into partying and using a little more than usual.

And I don't think Tony was anti-drug so much as anti-HEROIN, which is perhaps the most addictive and dangerous drug out there. I think all of the Soprano crew has done their share of coke in the past (especially given that their main office is a strip club), but they've stayed away from heroin.
Except Christopher, that is.