What is a word for someone who doesn't party, doesn't do drugs, doesn't drink, doesn't have sex, etc.
Preferrably with more of a negative connotation.
Edit: I'm looking to use this in a self-deprecating context
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If you're mostly looking to condemn the sexual reservations, you can call them a "prude."
The name [prude] is generally considered a pejorative term to suggest fear and contempt of human sexuality and excessive, unusual modesty stemming from such a negative view of sexuality.
a person who always does everything right and always follows the rules, so much so that it becomes annoying.
A less negative word would be ascetic
a person who leads an austerely simple life, especially one who abstains from the normal pleasures of life or denies himself or herself material satisfaction.
In AusE and NZE there is a word that conveys exactly what you are looking for, the negative connotation included: "a wowser"
wowser (noun, informal) "a person who is publicly critical of others and the pleasures they seek; a killjoy." Google
"In Australia, it is a derogatory word denoting a person who saps all the fun out of any given situation. Derived from the temperance movement in Australia and New Zealand at the turn of the C20th, when it was hurled as an accusation towards conservative teetotallers who were too prim and proper to relax and socialise, it has become a more generic term that can be assigned to any straight bore lacking a sense of humour, especially petty bureaucrats and Aussies politicians. from Urban Dictionary
I'm a total bore. I never go out.
I'm such an old stick-in-the-mud -- I never go anywhere or do anything, I've always got my nose to the grindstone.
Homebody is a nice word -- but probably not the tone you are looking for.
Straight and narrow, that's me, keeping with the program, toeing the party line, OR staying out of trouble. (These latter expressions only work if the context makes it clear what you're saying.)
On the wagon -- strictly speaking, it only relates to drinking, but it might work. It implies that you used to party hearty but you've stopped.
straight-laced (straightlaced, strait-laced, straitlaced): "Having or showing very strict moral attitudes." -- oxforddictionaries.com
If you don't mind something a bit crass, the perfect word is:
An inhibited, repressed, or excessively conventional person
Mrs. Grundy: a narrow-minded, conventional person who is extremely critical of any breach of propriety; a real life Ned Flanders.
(from Webster's Dictionary) a person who is excessively or priggishly attentive to propriety or decorum; especially : a woman who shows or affects extreme modesty
The word is borne from the French prud'homme which means "virtuous man". If vice is opposed to virtue, extending "prude" beyond sex is reasonable.
Dudley Do-Right is a dim-witted, but conscientious and cheerful Canadian Mountie who is always trying to catch his nemesis, Snidely Whiplash, and rescue damsel in distress
In the movie "The RIght Stuff" John Glenn is sitting with his wife on the couch, discussing the other astronauts, and remarks that he suspects they think him a "Dudley Do-Right" and a "stick-in-the-mud". When his wife smiles back he accuses her with "You think so too!.", but quickly follows up with "Well, maybe that's who I am." as he proudly assumes the role.