so I checked around on the net and found this for smoke rings:

Blowing Large Rings (from the lungs)
After filling your lungs with smoke, you will need to contract your diaphragm as if to exhale, but use your epiglottis to only let a small amount of air out. This will fill your mouth with smoke. This should be so slow as if to be subdued, with no real noise produced by the action. Next, with your diaphragm still contracted, let loose a short gasp while dropping your jaw and keeping your lips in an "O" shape approximately 1" - 2" in diameter. The sound of a gasp you are going for is not the typical "aaaaah", it's more of a whispered version of Butt-head's "huh" (as in "Huh huh huh huh, that was cool, Beavis"). You should close your epiglottis immediately after you finish making the sound, which will create a small air pulse through the smoke in your mouth. This will force a small amount of smoke through the "O" shape you should still be making with your lips, creating a smoke ring. If you create a disorderly puff of smoke rather than a ring, chances are the "O" you are forming with your lips is either misshapen or too small; vary the diameter and find the size that works for you.

Blowing Small Rings (from the mouth)
The secret to this method is to push the smoke in your mouth out with your tongue, while making the slightest inaudible puff from your lungs. This will push some of the smoke out, creating a ring. This method requires much more precise control in order not to push too much smoke out, as well as incredible tongue control.

Apparently cigars create much thicker smoke and thus make for better rings.