Hate to say it but nicotine is one of the most addictive things around. A horse addict can (with professional medical and psychological help) get off of the stuff with a high rate of keeping clean. Most horse addicts are actually self medicating (i.e., "when I take H I don't hear the voices telling me to kill myself", or "When I use smack, the injury I suffered in Iraq doesn't hurt at all". Again, with proper medical intervention, horse addicts have a high rate of successful treatment. The mechanism of opiate addiction are well known, indeed are better known than for any other substance.
Coke addicts have a horrible time getting off of Cocaine. It hits the limbic system of the brain (the area that tells us that pleasure is good) with a sledge hammer. It used to be said in the 60's and 70's that coke was only "psychologically" addictive. However, it affects the brain physically, and is one of the hardest things to get off of and stay off of. Often, those who wish to get off of coke must continue to seek psychological help even after going through withdrawal and rehab, often for the rest of their lives.
"Meth" (methylated amphetamine. dysoxyn) is in my experience in helping people get off of drugs, is one of the worst. One reason is that meth is so cheap compared to other addictive substances. Whereas a Heroin addict has to have two fixes a day, and a coke user can only have about an hour of fun with a gram of coke, a "quarter" (250mg) of meth can last an average sized user all day. The cost of a "quarter" is such that the addict doesn't have to liquidate everything that they own to support their habit if they are employed at an average lower middle income. It is very hard to detox from meth, and there should be a doctor around to monitor the heart and electrolytes. Hydration is very important. and recidivism is very high. Things like table salt and sugar can trigger a "recovered" meth addict to go find a dealer and start all over again.
All that said, I still say that Nicotine is one of the very hardest things to quit using once addicted to it. Getting off of it is not as dramatic as with Horse or meth, but it is a much longer term process to successfully quit using. I did not even mention Alcohol, and for some reason, that is in its own class of addictive substances, as some people will become addicted to it the first time they drink, and others can responsibly use it and never have that overwhelming urge to continue to use it.