If you are living with a non smoker, go outside. It only takes a few minutes to smoke, and this will show your roommate that you respect them. Or designate a room for smoking and keep the door to it shut. Remember, cigarette smoke smells awful to someone not used to it.
Step2
If you are going out to dinner, sit in non-smoking. You can easily excuse yourself and grab a smoke at the bar. Or if your company doesn't mind sitting in the smoking section, wait for them to finish eating before you light up. No one wants someone blowing smoke at them while they're trying to finish their dinner. This is a good practice even when you're eating with someone who does smoke.
Step3
If you're driving with a non-smoker make sure you have your window open enough. Try to blow your smoke toward the open window. Remember that a car is a small space for someone to smoke in.
Tips & Warnings
Just remember, it's your right to smoke. I don't think you are wrong for doing it. But I try to be considerate of other people's noses!
Smoking is bad for you. I am not promoting smoking, just acknowledging that people do it.