I've got an Indian reservation about 15 miles down the road from me. I make a run every month or so for cigs and gas. I get the Indian brand (I checked a few to find one that was OK) and they were running $9.95/ctn, but lately they've done up to the $12-13 range. Others are still around $10.
Name brands run $25-35/ctn.
I get gas anywhere from $0.25-0.50/gal cheaper and, since I just found a place that takes my Hilton Amex, I'll be getting both gas and cigs from there from now on.
If you have a bad habit, you might as well feed it as cheaply as possible.
Sidenote - on our European trip last month, we just packed a couple cartons each in the luggage and went - I've had experience buying cigs in Europe and they ain't cheap!