I'm going to tell my friend to stop smoking
Why do you feel you need to tell them to stop smoking?
It's hard to breathe when I'm around them.
It is fine to ask your friend to stop smoking especially when they are around you. Second hand smoke affects you as well, so at this point you  have to look out for your own health as well.
If it bothers me that much, I'll just move.
You have every right to move if you think you can't feel healthy near your friend. It may be a drastic approach to move away just because of him, as you can just stop hanging out with him or just virtually meet with him moving forward. But again, it's you're right and you have my support if you move.