If cleaning, painting, and new carpets don't do it you might want to think about geting your local HVAC service to clean the vents in your house heating/cooling system. (When painting, consider the ceilings too.)
You'll also find a yellowish coating on all of the light fixtures. Washing them in soapy water will help. The plastic covers for the lights and outlets will also be covered with the tarry residue -- as will the filter from the venthood and any curtain rods or blinds installed in the house. Servicemaster has an system they can use in your home that works well at removing the odors. You just can't be there when it's being used either! You may also want to get some of the 3M filtrete filters, use them in your air handler and run your fan system for a few weeks after you've had the ducts cleaned out -- as rpxlpx recommended.
Use the Vamoose 1808T Tobacco Odor Fabric Spray. Several Rental Car Agencies and Major Hotels are using it. It works by getting into the fabric and chemically converts the tar and nicotine into a non-volatile gaseous state. It smells strong for about an hour but after that...the odor is permanently gone. This stuff is amazing!! One company that sells it is called Hill Country Distribution in Austin Texas. You can contact them at firstname.lastname@example.org or call them at (512) 784-4024.