I smoke and wanted to model my brand. And wanted to try make a realistically burning cigarette. Used a cylinder with volume scatter for the smoke. Although I suppose for animation purposes you could use a smoke sim. But the volume scatter renders way faster for a still image. And with the nodes, pretty easy to control to get the look you want.
Not too bad for a noob. Lemme know what ya think :)
Wow! That looks really realistic! Nice job