A pack of twenty Marlboros, and most equivalent premium brands, costs around €3.20 in small shops all over the island while a carton of 200 Marlboros can be as cheap as €28 in local supermarkets and specialist shops. 

The only reason to buy ciggies at the airport is if you know that you can only get a particular brand in duty-free (but check around as resort shops stock a wide range).

Buying before you get you the airport hs another advantage: You can pack them away in your luggage and forget about them. 

Remember that Gran Canaria is outside the EU customs union so you are technically only allowed to take 200 cigarettes per person back to EU countries.