(Thanks to Preeti Bose for giving the idea)

People smoke for a lot of reasons.
Basically there are three stages - a starting stage, a continuing stage and a habitual stage.

1. Curiosity: Everyone picks the first cigarette in curiosity.
What’s so special about the 7cm stick that it is one of the most hated yet easily available things?
Its exciting to pick up the first stick.
I have never heard of anyone being forced to smoke.

2. Style/Cool: For a sense of style (eg ads) or a sense of coolness.
Having ideals or peers who smoke gives a sense of coolness to many in this curiosity stage.

3. Rebellion: Women and teenagers predominately smoke because of this reason.
Its a dream of many teenagers to be taken seriously, as independent beings.
So they imitate the adults who smoke.
This is also a main reason why they continue smoking even if its unpleasant.

4. Male bonding: I am not sure about female bonding, so this is titled male bonding.
Cigarettes are a great way to start and sustain friendships.
You can find people who share alcohol, fighting.
You'll never find people who share cigarettes, fighting.
A cigarette or a light is also a conversation starter.

5. Concentration/Stress buster: Continuing to the next stage.
Here the smoker realises that he is stressed and all he can afford is a five minute break.
Out comes a cigarette, with the smoke for a few minutes, his mind is totally diverted.
Its a completely satisfying five minute break.
The stress is lost, conc comes back and the smoker can continue his life where he left five minutes back.

6. Drugs: Only in some cases.
Some drugs can also be smoked with/out a cigarette.
Most popular will be cannabis, I guess.

7. Risk: The sense of risk comes in both starting and continuing stage.
A fire at the end of the stick in my hands. Its the ultimate human victory over fire.
(Though no one these days thinks that way)
Its about the risk, driving on a road is risk.
Stock market is risk. Risk is life.
Similarly a cigarette is also a risk, with life. Not everyone gets cancer from smoking.

8. Entertainment/Time killer:
Picture the average man. All his life is a struggle.
A struggle for job, for money, for life itself.
One of his main sources of entertainment is a cigarette or a biddi.

9. Habitual: Last stage.
This is the start of a stage of no-return. Also some people do not want to return.
Nicotine is addictive.
Smoking causes cough, lung problems, dry mouth.
Withdrawal effects include insomnia, loss of appetite, depression, anxiety, loss in concentration, irritation feelings.
So a smoker continues smoking, unless a jolt hits him.

There are alternatives available in all the stages, for all reasons.
Anyone who wants to quit must first realize what stage s/he is in and smoking for what reason.

If someone has another reason, please do pitch in.