Well, it's a mixed bag.Top causes of death in the US, 2009:
Heart disease: 631,636. From what I have read, heart attacks are painful but usually over with quickly. Living with a pacemaker or heart surgery can suck but I'd definitely take that over lung cancer.
Cancer: 559,888. Notably, includes other smoking-related cancers (esophageal, pancreatic, etc) besides just lung.
Stroke (cerebrovascular diseases): 137,119. Again, over with quickly if it kills you. It's when it doesn't kill you and leaves you half-paralyzed that it sucks.
Chronic lower respiratory diseases: 124,583. "80% to. 90% of all patients with chronic lower respiratory disease have a history of smoking."
Accidents (unintentional injuries): 121,599. No idea how this generalizes. Probably "not as bad as cancer," overall.
Diabetes: 72,449. Unusually non-painful, for something that kills you, although some of the side effects are a bitch (e.g., going blind). Insulin shots or IVs to try to control blood sugar levels are also fairly non-painful as medical intervention goes.
Alzheimer's disease: 72,432. I'd take lung cancer, if I had to pick.