One thing I find really refreshing at the burn is no one giving me any shit about smoking cigarettes. The default world is full of assholes like that. You know, the ones that see you smoking from 100 feet upwind and start holding their nose - as if somehow the smoke could defy the laws of physics by traveling into the wind and be smellable just because they see a cigg. Not that you should be inconsiderate with smoking, but it just seems that burners are less likely to complain just to force their opinion on you.
Always carry an ash tray if you are a smoker. An empty altoid tin works fine for this and will fit in your pocket along with your ciggs. If you are a mooper with your ashes and butts, burners will give you some well deserved shit about it. There is never any excuse for moop.
Bring a lot more than you usually smoke, and a spare lighter or two. There is no place to get more, and you don't want to be the poor shlump going camp to camp trying to get your nicotine fix. Both cigarettes and lighters make great gift opportunities for those in need as well.
If you hand roll your own ciggs, don't carry anything illegal. A home rolled looks like a joint and may get you searched. I know people this has happened to so take heed and avoid the stupid tax.
When in someone else's camp ask before you light up a cigg - they may be allergic or just not want smoking in their space. Obviously if they are sitting around smoking it is probably not an issue, but never just assume it is ok to smoke in someone else's structure.