I think I'm going to buy some smokes with my parents money.
Why do you want to do that with your parent's money?
They don't want me smoking.
While it can be upsetting not to be allowed to do something, you shouldn't waste your parent's money in order to get back at them. They will be upset and not give you money in the future.
They do crazy things that I don't agree with but expect me to follow their rules.
In this case, I agree with your parents; smoking is a terrible habit to start, so listen to them.