I would strongly suggest Casa Fuente in the Ceaser's Forum shops. Nice atmosphere, good looking waitresses, decent mojitos and you can sit in the patio area and people watch. I spent most of my time there and also at the pool area where I stayed at the Mandalay Bay.
Gustav Mauler's is another cigar spot that I visited one of the nights I was there. The Playboy club in the Palms also allows cigar smoking as well and you don't have to gamble to enjoy access to the club. They can charge a cover to get in tho so beware.
Be sure to check out the bottom of the forum which highlights places to smoke by state.
