A vapor delivery system having: a) a base unit configured to generate a supply of vapor; and b) a vapor control system configured to allow a user to selectively: a) cause vapor generated by the base unit to be discharged primarily to a surrounding space within which the base unit resides to thereby increase vapor density in the surrounding space; and b) cause vapor generated by the base unit to be discharged primarily to a vapor guide structure configured to: i) be placed operatively with respect to a user's face; and ii) guide discharging vapor generated by the base unit into at least one of the user's nose and mouth with the vapor guide structure placed operatively with respect to the user's face.