lhsi writes "A recent publication on the British Medical Journal finds that stopping smoking improves mental health: "Change in mental health after smoking cessation: systematic review and meta-analysis" (CC BY-NC 3.0).
A lot of smokers claim that smoking has mental health benefits; reducing depression and anxiety, and for relaxation and relieving stress. However the study suggests this is likely mis-attributing the ability of cigarettes to abolish nicotine withdrawal as a beneficial effect on mental health. The study notes that some health professionals are reluctant to recommend stopping smoking as a way to help mental health problems due to the fear that it might make things worse, but this study suggests that it actually would help.
The main conclusion of the study:
Smoking cessation is associated with reduced depression, anxiety, and stress and improved positive mood and quality of life compared with continuing to smoke. The effect size seems as large for those with psychiatric disorders as those without. The effect sizes are equal or larger than those of antidepressant treatment for mood and anxiety disorders."
Smokers keen on giving up the habit still have to break through the nicotine addiction and that alone can be stronger than the motivation to quit.
I suspect that this is highly variable from one individual to the next. I quit smoking mostly because my wife wanted to quit, and I thought she'd have an easier time if I wasn't puffing away around her. I went cold turkey and didn't have much trouble. She used Chantix and to this day still smokes every once in a while.
The positive effects, other than the mental boost of having quit in the first place, only take effect a while after having quit, so there's not necessarily an immediate positive experience from stopping smoking.
Again, probably highly variable. What I noticed right away was: