'round here, we use them this way...
"a" means at least one, ie: give me a cigarette means give me one, at the very least...
"a couple" means two, whereas "a couple of" means at least two, similar to "a", above.
"few" means a small number, generally three to five, but "a few" seems to increase a little, and "quite a few" means a large number
"several" usually means a large number, but is also used in a way that means any divisible number.
"a lot" always means a large number.
in my experience, people associate "several" with "seven", because of the coincidental spelling.