Gosh I can't believe how many people still smoke! I can't think of a single person I know who is a smoker.
I really hate smoking and if someone started smoking near me at a function either out or at someone's house I think that I would politely say "excuse me I'm just going to move over there away from the smoke because I'm pregnant." I would then move away, but hopefully this would send them a polite message that THEY should be the one to move away.
When I am in the street and people are smoking I hold my breath then quickly overtake them so I don't breathe any in.