If it is very bad the only way to shift it is to use pumis stone to remove the skin as you would to remove hard skin from your feet, if you do that once a week it will disappear and not come back.
baking soda and hand lotion mixed together. Rub your hands and fingers with it for a minute or 2 and then rinse. Works every time for me and I smoke and don't like the nicotine smell on my skin.
All the answers sound good but think of if the smoking is staining your fingers, then think of what it is doing to your lungs. If you want to do away with the smoking stains then you need to quit smoking. Eventually your lungs should clear up.