It depends. Was your reservation confirmed non-smoking? At least with Marriott, I can confirm king non-smoking. When I make reservations with Courtyard (one step down the hotel scale) I normally can not confirm, even if I make it a while in advance. It's always requested.
If you had a confirmed reservation then yes you are due compensation. If not, I don't really see it. Of course, Starwood might handle these things differently.
Luckily I've only been put in smoking rooms once in nearly hundred hotel stays; and that hotel just royally sucks in terms of customer service (Marriott Raleigh Crabtree). I stayed there a week once and every little thing that could go wrong did.. but that's another story.