I dont have a teenage daughter but I do have a 10 yo stepdaughter and her mother starts dying (bleaching even) her hair at about 8, I was mortified. Theoretically I would say

Hair - semi permanents at about 10, but permanents not till at least 13
Piercings - ears are fine at about 5 or 6 but anything else at least 15
Shaving - I think depends on the child (ie physically), really at whatever age they "need" to
Swearing - not really something I would encourage but after about 15 I wouldnt be phased as long as it wasnt really crude
Drinking - small amounts as a teenage, our 10 yo has had sips of my drinks but actually "drinking" I think about 15 too
Smoking - never, its a terrible habit
Going out at night - depends where and with who