LJ Peretti's at 2.5 Park Square (bottom of Charles St, which splits Boston Garden from Boston Common)
Walk 1 block north towards Boston Garden onto Boylston St, and then two blocks east towards Boston Common, and you will see it at the intersection of Charles St and Boylston.
www.ljperetti.com
Churchills Lounge/Small Walk in is next to Quincy Market/Faneuil Hall. Stanza's is more of a cigar lounge, but they have some selection albeit pricey. That's on Hanover Street in the North End, near Mike's Pastries.
There's also Gloucester Street Cigar on the corner of Newbury St and Gloucester Street.