No they don't. My dad has been smoking since his teens, and I complain every time i'm around him that it smells horrible (his clothes, couch, car etc etc) but he just doesn't get it.
As a smoker, I can understand why. I can't smell cigarette smoke at all unless I go 5-6 hours without one. And then when I do, it doesn't smell all that bad to me. It's almost like a familiar, homey smell.
If I didn't remember what smoke smelled like to a nonsmoker (I started smoking when I was 19), it would be one of those things I'd write off as something people complain about just to complain.