No, you shouldn't go to the doctor.................

I'm sorry, but man, do you really have to ask that? I mean, what do you think you should do? If you had a big 'ol goiter on the end of your dick, would you seek advice at a message board? I sure hope not. I would hope to god that you would seek professional advice, and seek it fast.
Coughing blood is unhealthy, and should be dealt with ASAP. If I were you I would stop smoking cigarettes outright, or at least cut back. a cigarette every 10 minutes is ludicrous anyways.
The best way to quit is just to tell yourself that you don't need one. It really is that simple. Because it is the truth. You really don't need one.