yea, tell us what program you are using.
Why does it matter what program he is using?
You're animating the same thing either way, doesn't matter if you're doing it in flash, easytoon, or any other program.
And yes, smoke of any sort is hard to animate, I still have trouble getting it to look right. The best idea would be to have a thin wispy trail coming off the tip of the cigarette and just having the trails slowly wave around and dissipate into particles. Hard to explain in words so sorry if my explanation seems rather vague.
Remember, practice truly is the key when it comes to animating anything. Experiment until you get some smoke effects that you like.