Cigarettes and cigars can certainly add depth to a character. It almost seems as if Marvel has misjudged it's audience in banning smoking in an effort to set a good example for kids while at the same time turning out stories clearly aimed at an adult audience. That's the trouble with a lot of the modern take on things as I see it. There seems to be a constant struggle between the effort to make the stories more mature while at the same time trying to keep the characters kid friendly.

If it were still the Silver or Bronze age the smoking ban might make a lot more sense, but today they are marketed mostly to adults in the comics, to kids in the cartoons and to young adults in the movies. It may in fact be more interesting to have smokers in the comics but that image doesn't work for other formats.