My dad smokes and doesn't use his ashtray, but to his credit he keeps a styrofoam cup with a little water in it and puts them out in that.
I smoke (but don't have a car) so this isn't an issue for me. Last weekend I was in Salt Lake City visiting a friend who prefers that people smoke outside and of course I respect those wishes. Whenever I was done, I would put it out, but then pick up the butt and take it into the kitchen and run water from the sink over it to make sure it was out and then throw it in the trash.
If I'm hiking along the Barton Creek Greenbelt here in Austin and stop for a cigarette, I put it out and then put the butt in an empty pack of cigarettes that I use as my "ashtray".