I don't even have a cigarette lighter any more - I have 12V accessory outlets, and now that you mention it, I think they might work in my 2006 Honda Element with the key out, but in my 1997 Honda Prelude, I have to turn the key to the accessory position to charge my cell phone.
I wonder if it was considered dangerous to have "live" outlets when there were hot little ignition devices plugged into them, but convenient to have them now that we're more likely to charge cell phones than to light up a smoke. (?)