“Everyone must submit himself to the governing authorities for there is no authority except that which God has established. The authorities that exist have been established by God. Consequently, he who rebels against the authority is rebelling against what God has instituted and those who do so will bring judgment on themselves.”
So in that sense, if you are under 18 or 21, then yes it is wrong because it is illegal. Now provided you are of age, then below are my thoughts.
Here is my issue with cigarettes:
1 Corinthians 6:12 “Everything is permissible for me, but not everything is beneficial.” Everything is permissible for me, but I will not be mastered by anything.” This is in context a verse about sexual immorality, but I don’t think it is a stretch to say anything that masters us is not a good thing. I would also say it’s at the very least not beneficial due to the medical problems. So, that is something to think about.
Read Ephesians 5:18:
“Do not get drunk on wine which leads to debauchery. Instead, be filled with the Spirit.” It is pretty clear that getting drunk is a sin according to the Bible. But, it is also clear in other texts such as 1 Timothy 5:23 (“Stop drinking only water and use a little wine because of your stomach and your frequent illnesses”) that drinking in general is not wrong. When done in moderation, and not to get drunk, I don’t believe ,according to scripture, there is anyway we can say it is wrong. After all, one of Christ’s first miracles was turning water into wine (not unfermented grape juice).