Clay is an abrasive cleaning techinique that removes bonded contamination from your paint. In short, if your paint doesn't feel smooth as clean glass, you proabably could use it. It's cheap -- $15 or less for everything you need. Check your local Autozone or PepBoys. Clay Magic, Meguiar's, and Mothers (among others) all have kits on the market that come with everything you need.
The clay will remove the bonded contamination that simple washing can't deal with... I clay, on average, around twice to three times per year I guess.
You will need to rewax after clay so, reserve this treatment for when it's time to rewax.
Glass... the best thing is to stop smoking but, beyond my heart association advertisement, Meguiar's NXT Glass Cleaner and Stoner's Invisible Glass are my two favorite glass cleaners. For the odor, I've heard great things about Febreeze and there are several good odor eliminator products on the market from various manufacturers. It's just going to come back though... You have to eliminate the problem before it gets better... oh, whoops, another stop smoking campaign. Sorry.