Dangerous Habits," one of the comic book series' best storylines. Supposedly the TV version of Constantine won't feature him smoking, so this particular storyline would need some fairly major changes if they were going to try and incorporate it at some point (which I assume they would).
John Constantine is a magician of the streets of London, who is as much a confidence man as he is actual blue-collar magician. He's known for being mostly self-serving and of having a nasty problem of most of his friends getting caught up in the crossfire of his life. A lot of people describe him as an antihero, but I've always preferred to think of Constantine as the Raymond Chandler version of a sorcerer, sort of the hard-nosed detective turned spell slinger. Many of the best of the Hellblazer stories certainly unravel like mysteries, but they are also dark, manipulative things, and while there's almost also some element of deadly magic involved, we're often reminded that the most thing in existence is the human heart, sometimes even Constantine's own.
When "Dangerous Habits" opens, Constantine is dying. Not from any scheme gone awry or any enemy finally catching up with him, but of terminal lung cancer, the cost of his having been a constant smoker for longer than anyone can remember. Over the course of the storyline, Constantine finds out that not only is cancer killing him, but that the forces of Hell are more than a little eager for John to shuffle off the mortal coil and into their clutches. You see, John's been a real pain in the ass for Hell for a very long time, and the ruling class of Hell take that kind of personally, because not only has he been a thorn in their side, he's been a real prick about it, taunting them and insulting them every chance he gets. (They shouldn't feel too bad about it, really; that's sort of Constantine's M.O. for anyone he doesn't like, angel or demon alike.)
It helps to know a little bit about Constantine as a character before the "Dangerous Habits" storyline, but it also works as a cold open for the character. My first exposure to Constantine came from "Books of Magic," Neil Gaiman's four issue mini-series that sort of gave a sightseeing tour of the more mystical parts of the DC universe, and Constantine was one of the four tour guides in that series, and I liked the character right from the start. He was smug and arrogant and just the right amount of condescending without being an utter prick.
I don't want to spoil too much about "Dangerous Habits" - it's only six-issues, and has been collected in a trade paperback that should be picked up if you have a chance. Ennis continued writing Hellblazer for a while, and had a number of other good stories, and he also used his success to springboard into launching "Preacher," his extremely well-regarded series from Vertigo, but we'll save that for another day...