Classical philosophers always stove to understand the world and understand how it worked. This wasn't just idle intellectual interest; they believed that by understanding the world, humans could live better by following the truth. But what does truth mean in this context? Well, firstly we'll follow a typical Stoic technique by breaking smoking down into it's parts and seeing what it truly is.

The truth is this: smoking is not truly pleasurable.
This is a difficult thing to accept because even non-smokers believe smokers get pleasure from cigarettes. But think back to how unpleasant the very first cigarette tasted. Remember - when you smoke, nicotine is quickly delivered to your brain causing an addiction. After about thirty minutes of smoking, the nicotine levels in your blood starts to fall and your brain starts to scream for more nicotine. The pleasure, or I should say, the illusion of pleasure is in satisfying that craving and restoring yourself to a state where you no longer crave nicotine.
You can prove this to yourself by becoming more aware of how cigarettes taste and smell while you smoke (most people smoke unconsciously while either talking or day dreaming). The first two or three drags will probably feel pleasurable - that is your body satisfying it's craving for nicotine. But the remainder of the cigarette will not be enjoyable.
This also explains why we tend to enjoy certain cigarettes more than others. For me, the first cigarette in the morning with a cup of coffee gave me a 'lift'. But the truth is I was only satisfying my addiction, relieving my cravings and making myself feel as non-smokers feel every day of the week.
Quitting using will power usually does not work because people feel a sense of loss, of sacrifice, that they are missing out. But the pleasure associated with smoking is only an illusion. It's not easy to accept this, especially on the basis of a short blog post but Alan Carr is worth reading on this subject.
I'll wrap things up in part three. For now if you stumbled across this looking for help on quitting, try to became more aware of how cigarettes smell and taste.