Different strategies work for different people. You may opt to quit cold turkey, but make sure that you are strong-willed enough to do so. You also need to be ready to experience symptoms associated with quitting suddenly: irritability, inability to focus, and so on.
A less harsh way to quit smoking is to gradually lessen the number of cigarettes you smoke everyday until you reach 0 per day. Alternatively, you can use nicotine patches or gum that will help you get used to not smoking little by little. There are many products available at your local drugstore for this purpose.