I agree. There are all kinds of examples lately of government overstepping its bounds and curtailing our personal freedoms. Putting clear, informative labels on food is a good idea; telling companies what they should put into their food--for the apparent good of consumers--is overstepping. Banning or taxing certain "unhealthy" products is overstepping, as well, since we all have the right to make those choices and suffer the consequences if we make bad choices.
This is, of course, a matter of opinion. I would argue that any harm that people do to themselves by things like smoking or UV exposure should be their own business so long as it does not impose costs on other people.
For example, if people choose to smoke in their own homes, that is their business. If, on the other hand, they smoke in public, that is the government's business and legislation should be passed.
This becomes a little more difficult, though, when it comes to the medical impacts of practices like the ones you mention. If a person smokes (or gets too much UV) and develops cancer, that might raise insurance premiums for the rest of us. In that case, the person is impacting others. I still would prefer that there not be legislation to regulate their conduct though. I would prefer that insurance companies be able to discriminate against people who make bad decisions when they set premium rates.
Overall, then, I would like to see people have as much freedom as possible, even if it means that they hurt themselves. The line should, however, be drawn when their decisions hurt others.