Wow, multitasking... As a doc, I am anti-smoking so i won't say go ahead and smoke. But can you do all of the above? Yep! if you have a UTI and on antibiotic now, sex won't make the antibiotic less effective. If the UTI is significant--lots of burning/irritation/bladder spasm/pelvic pain etc...Sex may not be as enjoyable. So, if you feel ok, then why not! just make sure you don't catch a fire while......... Good luck.
Not advisable. You are free to do what you want, but having sex while being treated for a UTI is not smart. First the infection symptoms could be made worse and the UTI prolonged. Second, the antibiotics may interfere with birth control pills, rendering them ineffective, if you currently take them. As far as cigarettes go, over time they are a known cause of bladder and lung cancer as well as a number of others.