You won't become a smoker after a practice pack. You [i]will[/i] look (and feel) absolutely miserable if you try to do it for the first time on camera. 

Anti-smoking commercials have you convinced you can get addicted just from looking at the things. You can't. In moderation, cigarettes are actually healthy for you. Don't go crazy or anything but there's no point in unthinking terror either. 

The flipside is, if you're not going to practice puff, then you *really* shouldn't do it in costume. It'll look the exact opposite of 'in character.'