There's an interesting tobacco study at Eurekalert.org that links adolescent and college-aged smoking habits to emotional disorders such a depression an ADHD. There's a variety of good information about patterns of habit formation in various at-risk groups, but the money quote from the article is here:
This paper proposes that adolescents with attentional and emotional disorders may be especially vulnerable to start smoking as a result of their brain functioning. Nicotine may “normalize” certain parts of the brain, thereby increasing the risk of nicotine dependence and increasing difficulty in quitting.
In essence, this study suggests that smoking among adolescents is actually a form of self-medication for (possibly) undiagnosed emotional disorders. Not really a surprise, but at least we're getting somewhere on this drug use and addiction issue. It may not be an act of rebellion after all, it may be actually be a "normalizing" behavior.