Cigarettes can be used for heat/pain play of various degrees of intensity.

I've done this several times, so I thought I'd finally throw my two bits in.

Light touches with the burning end or more prolonged applications produce different sensations of heat and pain. It also depends on the sensitivity of the area that is being touched. Different people will also have different responses and tolerances, of course. With some experience and experimenting, it can be a very sensual and stimulating experience.

Before I tried it on anyone, this is one of those things that I experimented on myself. Practicing different levels of exposure to the burning end not only gave me a good sense for the immediate sensation but the amount of aftercare needed. In my experience, it can be simply another form of heat/pain play and doesn't need to result in scarring of any kind.

Extinguishing cigarettes on bare skin will lead to a small but severe burn and can produce a permanent scar. Needless to say, the pain level is extreme as well. More aftercare is needed with this than other applications. This is something that, personally, I tend to refrain from except in certain circumstances. But playing with cigarettes need not be viewed as one type of torture or play, it's obviously not for everyone but it also can involve very different types of play.