You probably already planned to do this, but make sure you have the vents professionally cleaned.
Also, there is a product you can purchase that is a filter that goes over the furnace and traps dust and allergens and supposedly makes a huge difference. You can to this site: www.homelife-enviro.com . I'm not sure if it's listed there but you can e-mail the contact person and ask about it. This guy is in Canada, so if you're in the U.S. I'm not sure, but maybe he could stlill help you out.
We just bought an air purifier through that site and found the service was excellent and the purifier seems to be helping a lot.
As for the cigarette smoke, unless you buy sealant and paint all the walls with that, it will continue to remain in the air to some degree. The molecules of tobacco are so small that they go right through regular paint (if you were planinng to try painting to cover it up it wont work too well). And you can't clean it out. I learned this years ago when my husband and I were about to move into a home that had been smoked in. What we did do though, was to rent a steamer and hubby steamed all the walls with TSP in the steamer. It did help some, but like I said, tobacco just doesn't really 'go away.' I also talked with a lady who bought a house that had been smoked in and she said 'after 8 coats of sealant they finally got rid of the smell.' So yeah, there are things you can do, but it's not easy to get rid of it. I know when I am in a smoking house, generally my lips burn, throat and nose and eyes may itch, and face starts feeling hot. That's how I react to tobacco so I just try to stay clear of it. However, you've bought this house now, so I'm sure you'll be resourceful and find what you need to do to make it work.
As others have said, definitely taking the carpets out will be a huge plus.
I guess your answer is basically: Perseverance.
One other thing I learned from the salesperson at the web-site I gave you, is that if you put the furance on adn leave all the windows open for a week before moving into a house, this will cause the house to rid itself of a lot of the gases from painting etc., so I assume it would also help to clean out the dust etc. in the atmosphere, but I'm not sure.
I hope everything works out alirght for you.