I would become immortal if I were allowed to choose when to die. Eventually, when the world changed enough, it would be an alien world filled with alien people. Their lifetimes would seem brief and insignificant to you, making it impossible to form relationships. You would be alone in a world of strangers.
In addition, once the sun expanded to encompass earth, it would take years to even get out of the sun, assuming you find a way to propel yourself. Assuming you can feel pain, that's a living hell. Even if you escape to the cold empty vacuum of space, it would be a void, with no life or communication, eventually driven insane by the crushing emptiness. Not to mention perpetual starvation.
Without death, what is life? There would be no risk in anything ever, and a life without without risk defeats the purpose of living.
I would say, overall, drinking. Drinking not only hurts the person drinking, but everyone around them. Smoking is certainly harmful, but it largely only affects the smoker. Even if you hang out with smokers, you're not even guaranteed to inhale the smoke. However, if one of your friends is drunk, while it usually doesn't affect you physically, it can cause irreparable damage to other facets of your life. My mom used to be an alcoholic, and that affected me and my family much worse than if she had just smoked. Psychological damage can be worse than the previously mentioned physical damages, after all, you're not guaranteed to get cancer or liver problems.
While smoking definitely can do damage in the long run, it doesn't affect those around you as much. If the person wants to hurt themselves, fine, but when they involve others, that's when it becomes a bad thing.