A patent can cost several thousand dollars. The first thing to do is a patent search. You can hire a patent lawyer to do this. It will cost roughly $1500 just for the search. You can do the search yourself online. It is a tedious process, but doable. You are looking for anything similar to your idea that may already be patented. Here is the website:
http://www.uspto.gov/patft/index.html

If you are able to obtain a patent you can work with a licensing agent who would be able to take your product to the cigarette companies.