Both can be used, depending on what you want to say.
"Advice" tends to imply more conclusive, full, explanations. "Tips" generally mean shorter, more casual tidbits of information.
To give contrasting examples, if you wanted to advise someone, you may tell him about about the percentage smokers who develop lung cancer, and how quitting will drastically deduce his risks. You're offering more comprehensive advice, which may include explanations and rationalizations.
If you want to offer someone some tips, you may simply say, "Distract yourself when you start to feel cravings" or "exercise more often."