Theres a LOT of different ways to give up smoking.
You could try using nicotine gum, or patches to replace your cigarettes. You buy these from the chemists. Start with the strongest (if you're a heavy smoker) and step down gradually until you are only needing the lightest strength, less frequently. Then you can quit for good!
You could try just reducing your cigarettes.. so if you currently smoke 20 per day, cut it in half to 10 per day for a week. Then try 8 per day for a week. Then maybe 5 per day for a week. Stay on that as you need then gradually cut down more until you can go whole days without smoking. Then cut it out completely.
You can try cold turkey, with no replacement. Pick a day, tell everyone you know that you are quitting on this day, and ask for their support. Maybe take up a new sport or class or something as distraction during this time. On the night before, throw out your cigarettes and lighters. Wake up and become a non smoker! Encourage friends to help you out, and talk to them for support. Try various distraction techniques, especially exercise, to curb cravings. After a week or two, cravings should start to calm down and you will be able to better handle being a non smoker.
You can try hypnosis, acupuncture or herbal remedies - see a naturopath/alternative medicine practitioner for details.
There's some medical treatments too - a drug called Zyban - that has been proven to work for many people. Ask your GP.
As a first time, I'd recommend that you call the QuitLine on 13 78 48 and ask them to discuss strategies with you, and send you a Quit Pack. You can check out their website on http://www.quit.org.au
. You could also make an appointment with your GP and discuss the issue with them.
Best of luck
Smoking is hands down the SINGLE worst thing you can possibly do to your body, healthwise - it increases your risk of almost every cancer and many other medical conditions, more so than anything else you could do (it's worse than almost all illicit drugs, alcohol, and obesity).