You are right. The NORMAL way of forming the negative of "to-infinitive" is"not +to+verb". This means that the normal order in the above sentence would be "Another suggestion is not to smoke cigarettes."
However, as you can also see in the example you gave, sometimes people move"not" to follow the "to". Some grammarians would fault that structure as split infinitive. Other grammarians may argue, though, that this is not really a problem. As you can see, English language grammarians don't quite agree on this issue.
You would be wise to follow the normal standard usage, as"not + to + verb" will always be acceptable in standard English