Let an entire cigarette burn without the ash falling, just follow along with this how-to video.
Hey Kids! Wait, Adults, too. SMOKING KILLS! But for adults who smoke, here's a way to slowly draw all the attention in the room to you. Insert a long quilting needle into your unlit cigarette. When you light the cigarette, let the ash sit, and in just a few minutes you'll have an ash 2-3 inches long!
Remember, the less you react to this event, the better it'll look. Just act like you'll get around to tapping the ash off any minute...but keep forgetting. How else can you do essentially nothing and get everyone to look over your way? Watch this video magic tutorial and learn how to smoke a cigarette without the ash falling off.