The carbon monoxide in cigarettes prevents oxygen from getting to the blood. In the long run, that creates problems for the health of smokers' hearts. In the short term, those decreased oxygen levels makes physical exertion more tiring. Smokers usually have decreased stamina for exercise, and often experience shortness of breath during everyday activities like climbing a set of stairs or briefly jogging to catch a bus. Stamina starts to improve for ex-smokers a few weeks after quitting, so normal activities and vigorous exercise will be easier. Not only that, but that annoying smoker's cough will start to disappear after a few months. At first, it might get worse, but as the lungs naturally clean themselves of the tar in cigarette smoke, breathing will become much easier [source: National Cancer Institute].