Smoking may keep you calm and relaxed, but a used cigarette tossed on the ground can start a fire. An ashtray gives you a place to dump your ashes as well as your finished cigarette after you are done smoking.
A standalone ashtray can go anywhere or consider a wall-mounted ashtray for the back garden. Keeping one in your vehicle may be a good idea as well. Choose the safe option and use an ashtray.