I now have five kids, the oldest is 7 and the youngest (twins) are 17mo. My thoughts haven't changed.
One time, my son, who is now 6, asked me "Daddy, why do you have to smoke?" It opened up a great conversation about how it's not something I have to do, it's something I get to do, and if I ever have to do it, it's time to stop because I'm out of control. We talked about eating candy, and how too much makes you sick, or can cause health problems. We talked about how God gives us good things to enjoy, and how as long as it's enjoyed with moderation they're blessings, but it becomes a curse if it's an addiction.
Having children is also a good check. Children require me to constantly think outside of myself, which gives me perspective. Should I spend $200 on a box of cigars, but get cranky when the wife wants to buy $70 worth of yarn, or take the kids out to dinner? Of course not. And the solution isn't to do it all and go into debt, it's to curtail my own spending for the benefit of my family. I also know that I never want my son to see me addicted to smoking, so that helps ensure that my enjoyment of cigars is moderate, a few times a week, and not more.