It was cold turkey for me too. I didn't have any money left and no tobacco in the house. So I just stopped. I used to smoke quite a lot; usually hand-rolled cigarettes (non-filter) and about 35-40 a day. (Had been smoking for about 2 1/2 years up until then) It was rough the first couple of days, but it got better pretty quick. I tried to distract myself, with some video games, worked out pretty well, played for hours straight.
But I haven't had much problems quitting any habbits thus far. Overall I get hooked quite fast, but if I try to ignore and overcome the need for e.g. playing Quake Live( or something like that) I seem to don't care anymore after 2-3 days. (until I play again)
I still want to smoke from time to time, because I really liked it, but the desire usually vanishes 10min later.