A "guilty pleasure" is something that you like, even though you know it's not good.
You use it like this:
This is one of those bands that I know isn't that good, but they're kind of a guilty pleasure for me.
"Guilty pleasures" can include unhealthy food or entertainment that gets you hooked but isn't very intelligent. However, it wouldn't be common to call something very harmful like smoking or using drugs a "guilty pleasure".