If you enjoy watching a game, having a microbrew, and smoking a nice cigar all at the same time, you have two choices: Grab the rabbit-eared TV from the closet, buy some cheap Oregon beer at 
Albertsons, and light up a cigar in your gas fumed garage. OR, you can just make a quick trip to The Chicago Brewing Company on Fort Apache and West Sahara in Summerlin. The upstairs room opens at 5pm so you'll have to make it a night game, but you will have access to a little tobacco hideaway with leather chairs, big ashtrays, and a plethora of micro-brews to choose from. My personal favorite here is the sampler. It is about 10 small sized beers on a round rack that gives you a nice overview of everything they have to offer. A nice Maduro wrapped Punch Belicoso with a Chicago stout microbrew and you'll feel like you were watching the game from a luxury box!
Albertsons, and light up a cigar in your gas fumed garage. OR, you can just make a quick trip to The Chicago Brewing Company on Fort Apache and West Sahara in Summerlin. The upstairs room opens at 5pm so you'll have to make it a night game, but you will have access to a little tobacco hideaway with leather chairs, big ashtrays, and a plethora of micro-brews to choose from. My personal favorite here is the sampler. It is about 10 small sized beers on a round rack that gives you a nice overview of everything they have to offer. A nice Maduro wrapped Punch Belicoso with a Chicago stout microbrew and you'll feel like you were watching the game from a luxury box!
Another enjoyable haunt for locals is FAR FAR away from the strip (just like I like it!) and is, in fact, just a mile down the road from The Chicago Brewing Company on Rampart (Which is what Fort Apache becomes as you cross Charleston Blvd) and Alta. It is none other than Gustav Mauler's Cigar Bar in the JW Marriott Hotel & Casino. Again the atmosphere is perfect, dimly lit, leather chairs, great Port or Cognac, tasteful live blues players, and smooth Davidoff or Dunhill Corona cigar or if you're feeling adventurous, you can always pick up one of the delicious-yet-overpriced Gustav Mauler cigars which I have enjoyed on many occasions. This is located right next to Wooligan's Irish Pub which is a blast for Celtic food and song but don't even think about sparking up in there Sparky. Take it from me, Wooligan's is NOT cigar friendly, but its an excellent place to eat, drink, and enjoy yourself, then retire to Gustav's for a nice dessert of Brandy and cigars.
I've saved the best for last in my brief overview of cigar friendly places in Las Vegas, this is the 
Pullman Car in the Main Street Station Casino in Downtown Las Vegas (again - quite far from the Strip - yahoo!). This place is an absolute dream located right in the heart of an absolute slum, but hey, don't worry, there is covered parking with security so you'll be OK. I hope. The Pullman Car is located inside the Pullman Grille which is a little more upscale steakhouse style restaurant for downtown. If that is your thing, have a nice steak and retire through a couple mystery doors into an actual Pullman rail car that has been converted with interior decor consisting of cherry wood, hunter green paint, deep comfy leather sofas and easy chairs, and Victorian style lamps. If you are looking for a more budget-conscious meal, you can always start at the Microbrewery just down the walkway inside the casino, great snacks, appetizers and excellent microbrew, then, you know the routine, over to the Pullman Car to discuss your plans for world domination over a rich Merlot and a La Gloria Cubana Charlamagne smoke. De-licious, and whats best of all, no dirty looks, just people with the same interest and taste for a fine cigar. Make sure you buy your cigars before coming downtown, there really isn't a decent place to pick up cigars down there and you DO NOT want to be wandering around looking like you don't know where you're going. stay on the main thoroughfares like Fremont, Main (near the casinos) and you'll be fine. The Pullman Car is one of Las Vegas' best kept secrets.
Pullman Car in the Main Street Station Casino in Downtown Las Vegas (again - quite far from the Strip - yahoo!). This place is an absolute dream located right in the heart of an absolute slum, but hey, don't worry, there is covered parking with security so you'll be OK. I hope. The Pullman Car is located inside the Pullman Grille which is a little more upscale steakhouse style restaurant for downtown. If that is your thing, have a nice steak and retire through a couple mystery doors into an actual Pullman rail car that has been converted with interior decor consisting of cherry wood, hunter green paint, deep comfy leather sofas and easy chairs, and Victorian style lamps. If you are looking for a more budget-conscious meal, you can always start at the Microbrewery just down the walkway inside the casino, great snacks, appetizers and excellent microbrew, then, you know the routine, over to the Pullman Car to discuss your plans for world domination over a rich Merlot and a La Gloria Cubana Charlamagne smoke. De-licious, and whats best of all, no dirty looks, just people with the same interest and taste for a fine cigar. Make sure you buy your cigars before coming downtown, there really isn't a decent place to pick up cigars down there and you DO NOT want to be wandering around looking like you don't know where you're going. stay on the main thoroughfares like Fremont, Main (near the casinos) and you'll be fine. The Pullman Car is one of Las Vegas' best kept secrets.
Now, speaking of buying cigars in Las Vegas, I have two rules:
1. Don't do it unless you absolutely HAVE to.
2. Don't buy down on the strip EVEN IF you have to! You will get reamed my friend, reamed.
So here is what you do, if you're down on the strip, hop in a cab and say, "Driver, take me to Pheasant Tobacco!" "Where is that?" he might ask, you answer, "West Sahara directly across from the Palace Station Casino" and then lean back with a smug I've-been-in-town-45-minutes-and-I-know-it-ALL look. Be sure to tip him though. Pheasant is not far from the strip at all but its WAY on the North side where the old school hotels are: Circus Circus, Riviera, Sahara, etc. It is a very reasonably priced tobacco shop with a fantastic selection. There is a cigar there for everyone no matter what your income bracket. They have a nice smoking room and , in my humble opinion, the most knowledgeable staff in Vegas. The only catch is, operating hours. For some reason, these guys seem to think that they have set up shop in Minnesota or something. They close early and don't give a rat's behind that this is a 24 hour town (is my personal frustration showing through?).
If you insist on staying near the Strip, I would recommend the cigar room at the Paris or Monte Carlo. Neither of which require a pricey meal (like the cigar restaurant at the Venetian) and both offer a very pleasant "piano atmosphere" with fine wine, brandies, and cognac.
Another place, should you decide to venture out to either Chicago's or Gustav's, is out by Summerlin and is called Tobacco Leaf on West Lake Mead and Rock Springs. Again, a decent selection, but the prices are bit more jacked up. They are still probably 40-50% cheaper than what you would buy on the strip or in Gustav's. As of this writing, the store is fairly new, nice walk in humidor (pales in comparison to the Minnesotan's at Pheasant) and very helpful staff, but a little small and cramped. The great thing about these guys is their punch card. If you buy like 8 or 9 cigars, you get one at the same level for free, so its about a 10% discount for volume or repeat business.
Ultimately, its all about finding what works best for you, your budget, your tastes, and your temperament that will determine your cigar experience here. Hopefully the above list will give a couple good places to start, that are off the tourist's beaten path.
