What do they use in movies during scenes where someone is smoking?

In movies a lot of times theirs a smoking scene, what do actors that don't smoke use if the character they're playing has to smoke? Do the just use a cig? I was watching a movie recently and a 17 year old actor was playing a troubled teen that was a smoker, what was the actor smoking? He actually blew smoke out his mouth so it wasn't a joke shop cig. Anyone know what it was?