A much less expensive alternative to buying premade, or cigarettes from the store is buying tobacco, cigarette tubes and a machine to put them together. Although last year, a bill went through that heavily raised the tax on roll-your-own tobacco, it's still much cheaper to smoke that way. Some people have reservations about RYO tobacco, but having smoked it for the last few months, it's just good or better than the tobacco and chemicals in premades.
You don't have to smoke roll your own tobacco in unfiltered papers like many think, smoke shops and online retailers sell tubes than can be stuffed full of tobacco, just like regular cigarettes.
There's a number of great online sellers, my favorite being: Lil Brown's Smoke Shack, but there's many others out there with a search on "roll your own tobacco". Give it a try if cigarette prices are taking too much out of your wallet.
Stuff your own
RYO revolution forums