I will inhale every now and then...maybe one or two inhales every other bowl or so. I'm a cigarette smoker, gradually trying to make the transition to pipe only.
I find that an inhale or two from the pipe from time to time can help to alleviate my cravings to a greater degree than simply blowing through the nose, although that helps as well. I rarely finish a cigarette these days, usually putting them out less than half smoked. I only smoke maybe 6 or 7 a day, and for the most part only during the work week. Cigarettes are almost purely an addiction thing for me now, in the sense that I get very little pleasure or enjoyment from the actual taste or experience of the cigarette itself. The satisfaction comes mostly from the alleviation of physical craving and feeding the addiction.
The opposite is true of the pipe, most of the pleasure and enjoyment of the pipe comes from the experience, taste, aroma, etc and there is very little in the way of physical cravings for the pipe.