some assembly may be required ;)

add " Maya*glRenderView.saAccumbuffer: False "
into your .Xresources file in your home directory

1) create nurbs cylinder (with end caps)
2) rotate 90 deg about Z
3) scale to 4.5 units in Y
4) create nurbs sphere with end sweep 180
5) translate 4.5 in X
6) rotate 90 deg about Y
7) If you have Artisan:
a) select sphere
b) goto history makeNurbsSphere1 and set sections and spans to 25
c) edit surfaces->sculpt surfaces tool
d) open tool settings
e) set max displacement: 0.20
f) set ref. vector: X-axis
g) paint random dents into sphere (making it look like asteriod)

otherwise you can use soft bodies or tweak in component mode

8) Particles->Add Emitter
9) under emitterShape1, Emitter Type: Directional, Direction X: 0, Direction Z: 1
10) switch to side view
11) Curves->EP Curve Tool
12) Draw out "Maya" in cursive
[note this could be done many ways, drawing gives you the idea]
13) translate the curve 4.5 in the X
14) Select your sphere and your cylinder
15) edit->group
16) move -r 4.5 0 0 group1.scalePivot group1.rotatePivot;
17) shift-select your curve
18) paths->attach to path
19) select emitterShape1
20) rate: 15
21) advance a few frames
22) select the particles
23) windows->attribute editor
24) render type: multipoint
25) click Current Render Type
26) point size: 1
27) multi radius: 2
28) under add dynamic attributes, click opacity (add per object)
29) opacity: 0.01 (depending on how far away your camera is from particles)
[note: you are looking for a very fine wispy mist of particles]
30) select particle1
31) fields->create air
32) presets: wake, inherit rotation, velocity: 0.2
33) shift-select curve1
34) paths->attach to path
35) Create an approriate shader your cylinder (cigarette butt)
36) windows->multilister
37) file->import->texture/materials/shading group
38) import file: cherry.ma (cherry.zip)
39) assign the shaders and add lights
40) software render the cigarette out
41) windows->rendering editors->hardware render buffer
42) render->attributes
43) multipass rendering, 16 passes
44) lighting mode->all lights
45) render->render sequence
46) alpha source->luminance
47) use composer to composite software/hardware sequences
48) You now have Maya in smoke


This cigarette can be tossed on the hand of a character
same workflow, except that you would attach the character's wrist
to the path, and parent the cigarette group to the hand