Smoking

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That's probably cause you lose a certain habit which gives you something to hold on to. (Which is why most people don't know what to do with themselves when they don't have their cigarettes anymore.)

Of course the nicotine doesn't make it easier to quit, but I'm talking about your state of mind when you have actually quit.

I think its not just nicotine. I think it also has to do with the "oral" fixation that most people have a problem with. I know I do.