Winback and Metal Gear Solid questions.

Any store that sells used games like EB or GameStop should have them all.

Your questions:

Cigs lower you health very slowly but two two useful things: they reveal laser traps and also have the same function as Pentazemin when using the sniper rifle to stabilize your aim.

Dog tags are necessary for unlocking the Bandana and the Stealth Camo.

Grip level can go to level 3 after 300 pull-ups (L2 + R2 while hanging).