Cigars? Cigarettes?
The handy prop cigars are back in stock. The thing where you have to blow into rather than light and inhale takes a bit of getting used to for an ex-smoker like myself, but they do look exactly like a real cigar and they will produce a smoke effect if you blow into them. I found that if you poke some holes around on the last inch or so it produces more smoke more easily. Also you can chop it, although you lose the fake ash (I suppose you could reattach it somehow) it still produces smoke. This would be great for the opening scene of "The Odd Couple" if you want to have the TV thing where Oscar finds a used stogie in the street.