Do you smoke GTA 5 cigarettes?

I could only buy three different things at the counter in all walk-in stores in the GTA 5 story mode. How or in which shops can you buy cigarettes and beer? And how do you open your inventory with an Xbox Controller to use these purchased items?

In Story Mode you can only smoke Cigarillos in the hideout on the sofa with Michael. It can't be bought or otherwise.