Merchant's East is an affordable restaurant, lounge, and bar. Cigar lounge is located downstairs through the double doors. The lounge does not open until 5:30PM.
Carnegie Club is more of an older crowd with upscale decor. Pricey and proper attire required.
Nat Sherman has a small lounge upstairs. Never been upstairs because it was being renovated while I was there.
De La Concha is a quaint shop with friendly service and cafe style seats located throughout the shop. They sell the harder to find cigars like Anejos, Opus, etc., make sure to ask because they hide the rare cigars in the walk-in humidor.
I prefer Merchant's East out of the aforementioned shops and lounges. Hope that helps. Have a wonderful time in NY
