How to handle peer pressure without coming off as the strict religious parent

My 14 year old is at an age where his friends are doing things we've taught him not to do. Drinking, partying, that kind of stuff. I know I need to equip him to say no and stand firm in his beliefs but I also don't want him to feel like an outcast or resent us for raising him differently. How have you guys navigated this with your teens? Looking for real talk from guys who have actually been through this with their kids.