I've never smoked a cigarette in my entire life (not even a puff) and I'm proud of it. Well, never in its "pure form", that is. I still get my dose of nicotine through joints, but I hate the feeling it gives me and therefore try to smoke pure as much as possible. I'm sure I could get addicted to it in a few days and would quite like it, but I only see downsides; it's expensive, makes your clothes smell like shit and it's killing on your health, both in the long (which doesn't concern me too much; by the time I'd get lung cancer they'll either have found a cure, or I'll die of some other form of cancer anyway) and the short run: and I'd rather keep my healthy teeth and athletic performance, thank you very much.
But I agree; most drug-users probably do. Hell, in high school I had friends who started smoking just to "train their inhaling techniques", or that's what they said 8)