Learn how to blow smoke rings

Blowing a smoke ring is an amazing-looking achievement. I assure you that it is just something that impresses anybody, no matter how crude it looks. Just follow these simple steps on how to blow a smoke ring and you will soon be puffing along yourself.

Tips from eHow

Purchase some tobacco.
Pack the cigarette or cigar well.
Begin taking a drag as you normally would.
Point your tongue downward and form your lips into an “O” shape as if you were going to say "Boo."
Push a small amount of smoke toward your lips by making a slight “uh” sound.
Move your tongue toward your lips always keeping it pointed down as the smoke reaches your lips.

via ehow

Steps from wikiHow

Pick out cigarettes that tend to have thick smoke - full flavor, 100s, menthols, etc.
Pack the cigarettes as best as you can.
Light the cigarette, and just enjoy the first few drags.
Take a drag of smoke into your mouth, just like you normally would.