I know you've not asked for dinner recommendations but if you're into steak please check out Strip House either Midtown or down town. Tomahawk steak for two plus black truffled creamed spinach, Mac n cheese and fries. Took friends on Sunday night-outstanding as always, my top consistent steakhouse this year and last!
I'm at Cigar Inn now the one at 73rd-be discrete, buy one and smoke your own. It's BYOB here too so you can make a saving there vs your standard cigar bar.
Nat Sherman townhouse is recommended for daytime smokes, again discretion should be observed and it's fantastic service and atmosphere there.
I went to Merchants once this year was ok, can smoke your own (cutting fee $5 if I remember correctly)
Macanudo's is pricey for drinks and smokes, take your own but again you'll be paying a cutting fee (think it was $15)
Carnegie club is a nice atmosphere, sticks are pricey and of course there is a fee to smoke your own.
Roof tops are likely out of the picture-had thought of the Knickerbocker hotel in Times Square tonight but clearly too cold (who have partnered with Nat Sherman so take your receipt for no cutting fee).
There's also a couple of Davidoff stores for daytime a smokes but no drinks.
I've not been to Soho Cigar bar yet but you could check that place out, looks pretty cool Art Deco.
I'm out of the country else I'd probably joined you to herf-next time!