The importance of not harming oneself is stressed in the monotheistic tradition, and there are clear imperatives to preserve one's health.
It says in Dvarim (Deuteronomy), parshas Va'etchanan, psukim 4:15 "venishmartem me'od lenafshoteichem" -- you shall guard yourselves exceedingly (alt.: 'Venishmartem me'od lenafshoSeichem'), meaning that one must do all that is possible to guard one's health and avoid unnecessary risks.
Further, in Vayikra (Leviticus) parshas Kedoshim, psukim 19:26-28 "Lo tochlu al hadam, lo tenachashu ve lo te'oneinu. Lo takifu pe'at rosheichem, ve lo tashchit eit pe'at zekanecha. Ve seret la nefesh lo titnu bivsarchem, u ketovet ka'aka lo titnu bachem..." (do not eat with blood, do not divine and do not soothsay. Do not round the corners of your head, and do not destroy the corners of your beard. And further, (not) a cutting of the flesh (as a mark of grief for a dead person), nor any marks upon you, shall you make).
[There is a progression presented here from impurity, through false-belief and superstition, to heathen practices - all considered spiritual dangers with physical implications.]
By correct observances one may live, as it says in Vayikra, parshas Acherei Mos, psook 18:5 "ushemartem et chukotai ve et mishpatai, asher ya'ase otam ha adam, vachai bahem..." (guard my statutes, and my ordinances, which if a man do, he shall live by them...), and also "uvacharta ba chayim le ma'an tichye ata ve zareicha" (choose life, that you may survive, you and your descendants - Dvarim, parshas Nitzavim, psook 30:19).
Related hereto, let us consider smoking ba halacha u va briut (in law and as a health concern).
There is the famous dictum "vechol ha-mekayim nefesh achat be Yisrael, maaleh ahlav ha katuv ke ilu kiyem olam maleh" (who saves one soul among Israel, it is reckoned to him in scripture as had he saved an entire world - Sanhedrin 37a).
[Note: One should not read 'Israel' here as a limiting nationalist or ethnocentric term (as antisemites always do), but as a plural or group noun, usage-wise the equivalent to the singular 'chaveir' (companion). Thus, a single individual of your entire society - from the foreign bondsman at one extreme to the king at the other, from those in the gutter to those who are in high places. Remembering, of course, that all are descendants of Adam, and again all are descendants of Noah - none can claim any greater descent than their common humanity.]
In the Talmud, preserving life (pikuach nefesh) is considered of paramount importance and trumps many other concerns, as it says "sakanta chamira me issura" (dangers outweigh prohibitions - Chulin 10a; Shulchan Aruch, Orach Chayim 173:2, but see also Rambam, hilchos rotzeach u'shmiras ha guf 11:5-6, concerning one's body; and Shulchan Aruch, Yoreh Deah, siman 116, regarding risks).
Excepting three things, even ritual considerations are set aside to save a life.
[What are those three exceptions? Avodas elilim (idolatry), gilui arayos (forbidden sexual acts), and shefichas damim (spilling blood, or, bluntly put, retzichah - murder). One does not deviate from Halacha for the benefit of idolatry, perversion, or bloodshed.]
Smoking, alas, might endanger others. There are rumours that second-hand smoke might be a hazard. Or so I've heard. Which presents a quandary.
And though we know that "shomer petayim Adonai" (Hashem protects the simple - Psalms 116:6), we have an obligation to act out of consideration for others, as it says in Vayikra, parshas Kedoshim, psook 19:18 "Ve ahavta le reiacha kamocha" (you shall love your neighbor as yourself).
What this means, as it applies to smoking, is that one should not smoke in enclosed spaces occupied by other people - bars, restaurants, train stations, offices. Nor, if one is married, in the conjugal bedroom.
Even if you treat lightly your responsibility towards your own self, you must consider heavily your responsibility to others - remembering, of course, that their noses and mouths might derive no pleasure from your fumes, no matter how exquisite the aroma of well-aged Virginia and woodsy Latakia.
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Please note that Savage Kitten came to substantially the same conclusion without any of this fancy textual stuff and pretense at Talmudism - she banished me, my pipes, and my stinky burning leaves, to the kitchen (closed door, open window).
So this entire post is merely an attempt to justify my internal exile, in a manner that makes me feel virtuous and intellectual.
The back of the hill, at home, can be found behind the refrigerator.