I take it in my carry-on. Depending on where you're heading and how much you've got you may or may not need to claim it.
Destinations I travel to:
Singapore.. all tobacco needs to be claimed (although not everyone does it because the taxes are so high :whistle innocently
Europe, China, Brazil (and I think most other Latin American countries): As long as it's less than 8 oz, you're fine. I usually have two or three tins with me, which lasts me fine.
Here's a good site. http://www.taxfreetravel.com/tobacco.php
Scroll to the bottom.. they have a whole section called "Duty Free Travel Allowances" and you can click on the links for each respective country / region to get the latest scoop.
Always do your verifications before you leave. Just google it or check the airlines or airport websites. Fines can be hefty and I for one don't want to spend a night in a jail somewhere in a foreign country.
Good luck