If you ask the DJ nicely, she might tell you where the Drug Dealer is, so you can buy and or sell drugs. Check your map after you asked her!
No matter if you want some drugs for personal use or to sell your entire stash, the Drug Dealer is the man to go to.
Keep in mind of course that drugs are illegal
You are not into drugs but would like to sell and or buy some illegal weapons / items? The DJ might also know the location of the Black Market.