Casa Fuente at The forum shops

ANy lounge or bar and or casino allow cigar smoking.

Also the Davidoff stores at the MGM and the Venetian and at the Luxor/mandalay bay mall have some real nice eye candy..but the prices are ridiculous! I recommend you bring your own cigars to vegas.

It all depends on what you plan on doing.

I enjoy hanging out at the NYNY big apple bar. Drinking a martini and smoking a cigar.
Also enjoy smoking at the Bellagio piano bar..and also at the Venetian lounge...and also at the imperial palace..hell ill smoke anywhere anytime..LOL!!

Also the best steak i have ever had in Vegas is at DELMONICO"S steakhouse at the Venetian..they also have a nice little bar area where you can dink some great scotches and smoke overpriced opus X!!