Looks good, very atmospheric, the smoke looks good but one problem there, when the cigarette moves the smoke plume moves along. It seems to be attached but once smoke leaves the cigarette it should just float away since it's no longer connected to the source, you might want to fix that. It caught my eye because the smoke blowing looked very good. The camera shake was a bit much for my taste but that's personal. But apart from those details it looks very good! Is this part of a large scale animation? I hope to see more of your "animation-noir" style!
Yes the smoke was not going well. I will address that in the future. I had wrestled with it a bit and tried to get it to do exactly as you mentioned, but, unable to.
And the hand held camera look doesn't do it for me either. So, I will probably take that part out.
I will be developing it into something larger. I like the style and atmosphere as well and want to see where it goes.
To get the smoke to drifet the way nobudget suggests, make sure the "Free-floating" option is turned on for the particle layer. That will do the right thing - the individual particles will not be tied to the particle emitter once they're released and will float freely.