This is a chemoprevention trial evaluating the diabetic agent pioglitazone. Non-diabetic subjects at risk for lung cancer (based on smoking history, lung function testing, and atypical cells in a sputum sample) receive either placebo or pioglitazone and have chest computerized tomography (CAT) scans and examinations of their airways with a bronchoscope at the start of the trial and after 6 months on treatment. Compensation will be provided to the subject after completing the trial.