Some cars in the middle of the front seats have a lift out compartment in the actual thing, yanno..like the entire inside lifts up. Stash under there. My ex-dealer did that until he got busted ..not in his car .. (go figure)

If you don't have that, get an ashtray that fits your cup holder.

I always just put it in my pants or bra

I can help too, although I'm still a teen..I've gotten away with smoking for about 4 years so I suppose I'm fairly sneaky.