First of all, try Dana Point Cigar and Wine, in Dana Point. A bit out of the way, but reasonably priced. They are very helpful. They just moved, so I am not 100% on their location, although I know it's on the Pacific Coast Hwy. Their number is still the same: 949.487.2442

For ambiance, you can't go wrong with California Cigar Company, in San Clemente: http://www.californiacigarco.com/ The place is kind of strange. The guy there (I can only assume he's the owner, as he's there all the time and pretty much does what he wants to) doesn't seem to know a lot about the cigars he sells, the way you would think a proprietor would. A bit expensive as well. But he's got some good stuff.

Good luck.