Unfortunatley most neighbors who do things like this have a different way of thinking and is the reason they act this way in the first place. While it's always worth trying to talk it out first you're most likely not going to change the way he thinks. I'd wait for the cigs to pile up into a seriously big pile and then call the cops to complain. And start saving for a fence or some fast growing trees that will work as a privacy screen. Arborvitae Green Giant is a good one and can be bought for reasonably cheap.