De la Concha, on 56/6th has a decent enough selection, and priced fairly for NYC. A few stools at the front of the store, a couple of club chairs towards the back, but no lounge.
The Davidoff shop at Columbus Circle has an excellent--if pricey--selection and you can smoke in the lounge area.
Hoboken Cigars--expensive! But nice guys, and a very good selection of top shelf merchandise.
Nat Sherman (42/5th). New shop is gorgeous, but if you want to smoke in-house, you'll need to do it standing up. New lounge is members only.
Hudson Bar and Books is a nice place to enjoy a smoke--one of the few bars grandfathered from the ban. Excellent selection of scotch. Sister location is Lexington Bar and Books on the upper east side. $4 tobacco charge if you bring your own cigar--and you'll want to, as the mark ups run 300%.
If you wanted to pay the $10 "tobacco charge," you could lounge at the Carnegie Club--nice room, right down the block from De la Concha. (I believe it's 56/8th, but google maps can confirm).
Hope this helps...
