Continuity mistake: Harry stands on top of a building with a girl folding paper planes. The plane they fold is folded with a blunt front. He throws it off the building and then the plane flies, all of a sudden the nose is sharp, this is visible. (00:12:10)
Factual error: When Marion picks up the phone to call to score a hit, the number she should dial is 934 8777. However, listen to the pitches of the keys she dials. The pattern should sound like: EECDCCC. The pattern she dials is: DCDEDDD. She is clearly not dialing 934 8777. (01:16:25)
Revealing mistake: Whenever someone takes drugs and their pupils "dilate" you can see that it's a normal eye being distorted by a computer because the arc of reflected light also is distorted.
Answer: Both heroin and cocaine are used in the film. Cocaine is used mostly by Marion, and also injected at least once but heroin can also be snorted. The route of administration stereotype does not hold to all drug users (except for alcohol, which can pretty much only be taken by mouth) The fact the prison guard says "He won't be putting any more DOPE in that arm" - dope is slang for heroin in New York, not coke - and the severe withdrawals as soon as the drug is unavailable suggests heroin is used by all three major characters. The pills used by Sara are preludin, dexedrine and diazepam (according to the novel which the film is based on) but I do not know what the "Blue" pill (the one she takes in the afternoon) is.