Try this;
Make a New Solid ( black, additive layer mode,) that is the same size as the clip you want the smoke tracked to and paste the emitter to it instead of the actual cigg footage. Or...
Stupid question, but did you try dragging ( with Animation OFF,) the emitter to where you want it to be-presumably the smoke emitting from the end of the ciggy-and playing it back? If the coordinates relative to the cigg are correct, despite being incorrect relative globally, they should line up.
Or...
You could nest your cg smoke with your BG and track the smoke emitter right to the tip of the Death Stick.
Or...
next time shoot the actor with smoke in hand.
Save frequently, particles are dodgy at best!
Hope this helps,
jon a