Few prospective studies of smoking initiation have investigated a wide range of time-varying and invariant predictor variables at the individual and contextual levels concurrently. In this study (1999-2005), 877 Canadian students (mean age = 12.7 years) who had never smoked at baseline completed self-report questionnaires on cigarette smoking and 32 predictor variables in 20 survey cycles during secondary school. Height and weight were measured in survey cycles 1, 12, and 19. School administrators completed questionnaires on school tobacco control policies/activities, and trained observers collected data on access to tobacco products in commercial establishments near schools. Younger age, single-parent family status, smoking by parents, siblings, friends, and school staff, stress, impulsivity, lower self-esteem, feeling a need to smoke, not doing well at school, susceptibility to tobacco advertising, alcohol use, use of other tobacco products, and attending a smoking-tolerant school were independent determinants of smoking initiation. Independent determinants of daily smoking onset among initiators of nondaily smoking included smoking by siblings and friends, feeling a need to smoke, susceptibility to tobacco advertising, use of other tobacco products, and self-perceived mental and physical addiction. Adolescent tobacco control programs should address multiple individual and contextual-level risk factors. Strategies that address nicotine dependence symptoms are also needed for adolescents who have already initiated smoking.