Valuing common interests - Hanging out with people who like doing similar stuff may help to avoid a situation where you feel pressured into stuff you don't want to do. Being seen hanging out in the cool crowd may not be as fun as it looks.
Saying no - Having the strength to say "no" may be hard. However, it may also feel good to stick with what you believe in. Explaining to people in a calm way why you don't want to be part of something may earn you respect from others.
Try not to judge others - If possible try not to place judgments on other people's choices. Respecting someone else's choice may help them to respect yours. Try to remember that you don't have to agree with their actions. Focusing on the reasons why you don't feel happy with the choice may help you not to judge them.
Take action - Sometimes you are able to influence peer pressure because you are older or feel more comfortable in your environment. If possible standing up for someone may help. Both of these are ways in which you may be able to create a positive vibe out of peer pressure.