A Full Member of the Club by Bob Shaw. I read it in The Best of British SF 2.
The chap is Connor and the lady Angela. Angela has just inherited a fortune. The story starts with Connor wondering why they are splitting up:
Connor stared nostalgically at the miniature landscape of flesh, the territory from which he was being evicted, and reviewed the situation. The death of an uncle had made Angela rich, very rich, but he was unable to accept that as sufficient reason for her change in attitude. His own business interests brought him more than two hundred thousand a year, so she knew he wasn’t a fortune hunter.
The lighter you mentioned is dropped into a swimming pool but still works:
Angela sat up, took a cigarette from a pack on the low table, opened her purse, and brought out the gold cigarette lighter. It slipped from her fingers, whirred across the tiles, and went into the shallow end of the pool. With a little cry of concern, she reached down into the water and retrieved the lighter, wetting her face and tawny hair in the process. She clicked the dripping lighter once, and it lit. Angela gave Connor a strangely wary glance, dropped the lighter back into her purse, and stood up.
The coffee is P-brand coffee:
When the call had ended, Connor brewed some P-brand coffee, using the supply he kept locked in the drinks cabinet. The Perfection of it soothed from his mind the last lingering traces of remorse.
It turns out that:
The P-brand products are alien technology being illegally imported by alien criminals. Connor becomes the agent for the alien crooks and becoms immensely wealthy as a result.