I detest smoking period, I won't even stand in an area where people are smoking, and I def would never buy a car that has smoke damage. That being said, your only remedy would be to 1. Wipe down all hard surfaces since smoke particles accumulate on everything, 2. Armor-All makes these cleaning wipes, I love them, great for cloth seats and hard to clean things like the headliner, takes most stains off immediately, try scrubbing the cloth with this (of course you might opt for a full detail/shampoo), 3. Change out your cabin air filter as it is probably contaminated, get a charcoal-activated one or with baking soda if possible, 4. Get an odor ABSORBING freshener, I don't know if they sell these in your state but they make a citrus one that comes in a white container, it's a gel, works well in my bathroom so should work well in your car (LoL). Also, spray the interior down with Febreeze and leave the windows open (in the spring/summer) to air out. I would get a REALLY REALLY good interior detail/shampoo, tell them to do it twice due to smoke contamination, then follow up with Febreeze treatments.
If you are the daring type, you can take apart your air blower and clean the fins as they are probably full of particles, and see how far you can clean the air ducts, try using a snake-type tool, crimp a rag on the end, soak in soapy solution, and go in and out of the ducts as far as you can.
As far as the switchblade key, I have seen Mazda keyblanks on eBay and I think they are much cheaper than dealers, if you buy one all you have to do is take it to a dealer so they can program it, but I don't know if the dealer actually cuts the key or if they send it out or if they have a mobile locksmith come and do it, but see if they are cheaper on eBay.
Congrats on your new family hauler!!