I smoke about 20 cigarettes a day and to be honest, rarely cigarettes calm me down. I'm not a gambler or alcoholic but I am not against it, when you know to control it of course. Balance is the key for everything in life. If you don't know how to balance, don't do it (my opinion) . If you drink water in larger quantities you will get sick (fact).
When stress or depression take me down ( that rarely happens), I go out and train. I highly recommended to you guys to try that. Go to a walk or ride a bike even do a bodyweight exercises at home, you will feel better a guaranty you!
Reaching for cigarettes in those situations is really bad choice and it wouldn't help for sure.