If you want to pick up a bunch of cigars and pay a "normal" (ie: non casino) price, then you'll want to take a run up to the Paiute Tribal Smoke Shop:

http://www.lvpaiutesmokeshop.com/

Located at:

Main Street Smoke Shop
1225 N. Main Street
Las Vegas, NV 89101
phone 702-366-1101

I still have one Casa Fuente cigar in my humidor from our trip there this past April. I enjoyed the other 3 very much!