Drinking caffeine–containing beverages as part of a normal lifestyle doesn’t cause fluid loss in excess of the volume ingested. While caffeinated drinks may have a mild diuretic effect — meaning that they may cause the need to urinate — they don’t appear to increase the risk of dehydration.
Still, caffeinated drinks can cause headaches and insomnia in some people. Water is probably your best bet to stay hydrated. It’s calorie–free, caffeine–free, inexpensive and readily available.