The smoke ring is easy to learn, you just need the right tool. First, learn to do them with a cigar. This will give you thicker smoke, and since you aren't inhaling, you have a mouthful of smoke, which is easier. Once you learn to do it this way, the other methods will fall into place.

So here are the steps to learning:

  1. Find somewhere that you can make a ton of smoke. And I mean a ton. Usually you should go somewhere outside, except you need the air to be still so the wind won't rip up the rings.
  2. Light your cigar. Puff a lot till its nicely lit and putting out enough smoke.
  3. Fill your mouth with smoke.
  4. Drop your jaw as far as it will go and form a nice tight circle with your lips.
  5. Your tounge just gets in the way, so push it against the bottom of your mouth.
  6. Rapidly, without blowing, raise your jaw. The volume of your mouth will decrease, forcing some smoke out. If you keep your lips in a circle correctly, you should see a nice little ring.
  7. Practice, practice, practice. Thats all there is to it!