Mine has removable ashtray (like an open top metal box) as well as the cig lighter in it. It's bl***dy tiny and no chance of actually getting any ash in it whilst driving, so it still goes out of the window!
I have this on mine it was an ash tray. I also had a cigarette lighter. I soon changed that as I dont smoke so I got shot of the cigarette lighter and got a 12 volt socket cover and stuck that in the hole. I then cleaned out the ash tray and now I use it to put my garage keys in.