Depends on what conditions you suffer from.
Aspirin for heart attacks, pain and inflamation
Tylenol for pain
Codeine or similar opiate. Pain killer, cough supressant, antidiarrheal.
Of course it is important to know when to use or not use these. Aspirin is a bad choice if you are bleeding, have trouble clotting, have stomach problems or are under 16. Opiates are a bad choice if you have a concussion. Tylenol is bad if you have liver impairment. All three have risks for overdose and oddly Tylenol is the most easy to overdose on but you won't notice it right away. It can damage the liver at levels not a lot higher than the maximum recommended.
They are synergistic in effect. Combining them is more effective than the use of them separately would suggest. That's why you see a lot of combination pain killers, like Vicodin. Caffeine is a pain killer for a very specific kind of pain, that which is caused by dilation of capillaries. An example is migraine.