Alcohol is also fun because it lowers inhibitions and makes people do stupid things they ordinarily wouldn't. Cigarettes being cool is definitely a marketing thing though.

Depends how much you drink.

And I mean, cigarettes are cool. There's a reason they still exist as a trope in movies and it's not all due to marketing. It lends something to the character.

That's not to say there isn't or can't be a healthier replacement, of course.