Obama told the Chicago Tribune in December 2005 that his smoking is "an ongoing battle," and his cigarette use was, in fact, known during his 2004 Senate campaign, when his wife told the Chicago Sun-Times that he smokes "about three Marlboros a day."
Here is another link that mentions Marlboros (Reds) as Obama cigarette of choice:
http://abcnews.go.com/Politics/BothSidesAllSides/Story?id=2859514&page=1"In an era where candidates choose a necktie and suit colors and hairstyles -- and just about everything else superficial -- based on focus groups, a front page photo spread of Barack Obama dragging on a Marlboro, would certainly give the image consultant on the campaign trail a heart attack. "