Ask your doctor about Citalopram, Trintillex, and Vibryd if the Zoloft is causing you issues. I quit smoking purely for monetary reasons, but I’ve heard it’s not a sin. There’s a famous picture of St. John XXIII (quite awkwardly) holding a cigarette, so I doubt that it’s a pure detriment to salvation.
The video games are an interesting one. It is kind of a waste of time, but it seems like when I cut down on them, I find myself with nothing to do. I don’t just laze around, but I find myself sitting places saying, “I’ve got everything done, now what?”
If you want my advice, don’t do all at once. Let your doctor help you with your meds. Moderate your alcohol and tobacco down into nothing if you want to quit. Limit yourself to an hour (give or take) of electronics per day. None of the things that you mentioned are sins by definition; but moderation is good. If you want to quit any or all of them, choose which one negatively affects your life the most, and work on it first. Then when you make some progress in that one, start on the next one.