The phillies and dutch masters you can pick up at gas stations are inhalable, but not recomended unless you smoke.

The funniest thing I ever saw was up at my friends college. This guy had only smoked cigars his whole life, and wanted to try a cigarette out. But he couldn't figure out how to inhale. So we had to like walk him through it.

"okay now pull in some smoke... NO! Don't blow it out."
"what? I didn't?"
"Take another drag, now breathe in real fast."
"OWWW It's up my nose! OHWHWWW"

took a good 10 minutes before he could get it.