You can import (personally, not by post) a theoretically unlimited quantity of cigarettes from any EU country (except Estonia, Bulgaria, Hungary, Latvia, Lithuania, Poland, Romania and Slovakia ), without paying duty or VAT, as long as they're for your personal use and the relevant duty and purchase tax have been paid in the country you're importing them from (or in any other EU country, excluding those listed above). HMRC normally won't challenge the validity of the 'personal use' criterion as long as the quantity doesn't exceed 3200 cigarettes.
So, as long as you're not importing more than 3200 cigarettes (for your personal use) you could import them via an EU country with lower rates of duty and VAT. For guidance as to which countries have the lowest rates, see here:
http://www.the-tma.org.uk/page.aspx?page_id=35
However, if you're prepared to pay to travel to collect your cigarettes, it would seem likely that you're seeking to import more than 3200 cigarettes and/or import them for non-personal use. In which case, you'll still have to pay UK duty and tax:
http://customs.hmrc.gov.uk/channelsPortalWebAp p/channelsPortalWebApp.portal?_nfpb=true&_page Label=pageTravel_ShowContent&id=HMCE_PROD_0102 21&propertyType=document
To get some idea of the charges you might face, see my answer here:
http://www.theanswerbank.co.uk/Shopping/Questi on250328.html
Chris