Best scenario to me is outside on a warm evening, still or at most a gentle breeze, sitting with a friend, and with a soft drink. (I don't really drink alcohol.) On a porch in a rocking chair is good, or on a bench or dock overlooking a body of water, at around dusk/sunset and early evening. No one bothering you, no rush, while mind at ease.
Or sometimes alone out on the deck or the porch, late at night after a long day, when it's finally quiet and everyone else is in bed, listening to the leaves rustle and the tiny sounds in the night and the occasional hoot of an owl or a far off train whistle.
Or, while with a bunch of guys also smoking cigars while talking politics or women or philosophies of life, or of cigars themselves. (Herfs fit here.)
Never in a car, never in strong wind, not when it's really cold. Never when rushed. Never inside if you're worried about stinking up the house, or you know someone else is worried about stinking up the house or where ashes might fall, or where there are people nearby who you know find the smoke or smell objectionable.