I've found that taking out the ash tray/lighter and washing them thoroughly helped. Also, when I was done I put baking soda in the ashtray for a few months. For the headliner I did a wipe down with a damp cloth and a mild solution of generic Woolite/water and a soft cloth. Also, if possible leave the windows cracked as much as possible (I left my truck in the garage with the windows cracked for months and it helped rid the odor.)
I'm sure some odor eliminator like
Meguiar's would help as well, but I have yet to use these type products. I've also heard of air vent treatments you spray into the HVAC system from under the hood to deodorize them.