you dont smoke them for the thick smoke. you smoke them because the nicotine delivery is a big amount in a short period of time.
i dont smoke cigarettes, only have a few times in my life. After the 3rd time they get much less harsh. However they never made me feel really good because of personality. I just happen to be one of the lucky ones who doesn't get hit by stress or bad days or any of that. The worst part, and probably the main reason i hate cigarettes is because it makes your fingers smell like complete and utter garbage and i cant stand that smell.