In the fascinating interview with Emil Ludwig from 1931, Ludwig about Stalin’s smoking preferences:

Ludwig: You are smoking a cigarette. Where is your legendary pipe, Mr. Stalin? You once said that words and legends pass, but deeds remain. Now believe me, there are millions of people abroad who do not know about some of your words and deeds, but who do know about your legendary pipe.
Stalin: I left my pipe at home.

Apparently, Stalin preferred cigarettes, especially Herzegovina Flor. In public, he would smoke a pipe, but when relaxing, it was a cigarette. Yet, the pipe itself was filled with tobacco from two torn-up cigarettes. Occasionally, he was photographed with a cigarette in hand or mouth:

Stalin's Tobacco 16

Stalin's Tobacco 13

Stalin's Tobacco 14

Joseph Stalin at Potsdam Conference